+629.9%
SOXX vs ASTS
+512.7%
+117.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | +1.4% | -3.9% | +5.3% | +1.8% |
| 30D | -3.6% | -19.4% | +15.9% | -1.3% |
| 3M | -10.2% | -38.6% | +28.5% | -5.9% |
| 6M | +54.2% | -32.1% | +86.4% | +57.9% |
| YTD | +75.2% | -17.6% | +92.8% | +73.6% |
| 1Y | +107.5% | +56.0% | +51.5% | +89.6% |
| 3Y | +226.8% | +1,438.8% | -1,212.1% | +113.3% |
| 5Y | +251.2% | +412.9% | -161.7% | +139.8% |
| All | +629.9% | +512.7% | +117.2% | +368.8% |
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