+152.5%
QQQM vs ASTS
+515.0%
-362.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.3% | +0.1% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | -0.6% | -9.2% | +8.6% | -0.1% |
| 3M | +1.3% | -29.6% | +30.9% | +2.9% |
| 6M | +18.2% | -30.5% | +48.6% | +19.1% |
| YTD | +16.9% | -14.1% | +31.0% | +15.1% |
| 1Y | +24.0% | +69.1% | -45.1% | +15.4% |
| 3Y | +96.0% | +1,525.5% | -1,429.5% | +44.7% |
| 5Y | +95.2% | +425.9% | -330.7% | +47.9% |
| All | +152.5% | +515.0% | -362.4% | +100.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling