+236.6%
SOXL vs ASTS
+230.9%
+5.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +7.1% | +5.4% | +9.9% |
| 7D | -40.3% | -21.1% | -19.2% | -33.0% |
| 30D | -71.1% | -46.7% | -24.4% | -62.3% |
| 3M | -65.2% | -52.0% | -13.2% | -53.0% |
| 6M | -72.3% | -54.3% | -18.0% | -61.1% |
| YTD | +9.4% | -55.5% | +64.9% | +50.0% |
| 1Y | +7.0% | -50.5% | +57.4% | +40.1% |
| 3Y | +156.4% | +706.2% | -549.9% | +12.6% |
| 5Y | -22.2% | +165.2% | -187.4% | -57.0% |
| All | +236.6% | +230.9% | +5.7% | +66.3% |
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