+96.8%
QQQM vs ASTS
+1,539.7%
-1,443.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | +0.4% | +7.3% | -7.0% | -0.1% |
| 30D | +0.2% | -8.9% | +9.1% | +0.6% |
| 3M | -2.8% | -41.9% | +39.1% | -0.7% |
| 6M | +18.1% | -40.6% | +58.7% | +19.6% |
| YTD | +17.4% | -14.2% | +31.6% | +16.2% |
| 1Y | +25.7% | +48.9% | -23.2% | +20.4% |
| All | +96.8% | +1,539.7% | -1,443.0% | +77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling