+276.4%
QQQ vs ASTS
+537.8%
-261.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | +0.4% | +7.3% | -7.0% | -0.2% |
| 30D | +0.2% | -8.9% | +9.1% | +0.7% |
| 3M | -2.8% | -41.9% | +39.1% | +0.1% |
| 6M | +18.0% | -40.6% | +58.6% | +20.1% |
| YTD | +17.3% | -14.2% | +31.5% | +15.5% |
| 1Y | +25.6% | +48.9% | -23.3% | +17.7% |
| 3Y | +93.7% | +1,461.7% | -1,367.9% | +42.8% |
| 5Y | +94.2% | +404.1% | -310.0% | +46.9% |
| All | +276.4% | +537.8% | -261.4% | +169.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ASTS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling