+619.9%
SOXX vs ASTS
+537.8%
+82.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.5% |
| 7D | +2.2% | +7.3% | -5.1% | +1.3% |
| 30D | -2.0% | -8.9% | +6.8% | -1.1% |
| 3M | -13.7% | -41.9% | +28.2% | -9.0% |
| 6M | +52.4% | -40.6% | +93.0% | +58.1% |
| YTD | +72.8% | -14.2% | +87.0% | +70.4% |
| 1Y | +113.9% | +48.9% | +65.0% | +96.2% |
| 3Y | +210.7% | +1,461.7% | -1,250.9% | +102.7% |
| 5Y | +244.6% | +404.1% | -159.5% | +135.3% |
| All | +619.9% | +537.8% | +82.1% | +360.4% |
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