+179.0%
SOXX vs ASTS
+649.4%
-470.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.5% | +1.8% | -3.0% |
| 7D | +9.4% | +0.8% | +8.5% | +9.2% |
| 30D | -13.8% | -22.6% | +8.9% | -11.2% |
| 3M | -18.6% | -54.4% | +35.8% | -11.6% |
| 6M | -15.1% | -56.4% | +41.3% | -8.3% |
| YTD | +49.0% | -55.1% | +104.1% | +58.3% |
| 1Y | +55.3% | -46.9% | +102.2% | +61.7% |
| 3Y | +179.0% | +715.0% | -536.0% | +162.7% |
| All | +179.0% | +649.4% | -470.5% | +162.7% |
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