+484.2%
SOXL vs ASTS
+1,640.0%
-1,155.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.1% | -1.0% | +3.2% |
| 7D | +16.4% | +18.5% | -2.1% | +10.1% |
| 30D | -12.1% | -8.1% | -4.0% | -9.6% |
| 3M | -41.7% | -28.2% | -13.5% | -35.2% |
| 6M | +157.4% | -26.1% | +183.5% | +184.8% |
| YTD | +193.3% | -9.0% | +202.3% | +202.4% |
| 1Y | +355.3% | +62.2% | +293.2% | +305.5% |
| 3Y | +484.2% | +1,621.9% | -1,137.7% | +300.9% |
| All | +484.2% | +1,640.0% | -1,155.8% | +300.9% |
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