-89.8%
SQQQ vs ASTS
+1,640.0%
-1,729.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.1% | -5.8% | +1.3% |
| 7D | -4.2% | +18.5% | -22.6% | -1.3% |
| 30D | +2.4% | -8.1% | +10.5% | +1.5% |
| 3M | -5.7% | -28.2% | +22.5% | -7.2% |
| 6M | -46.6% | -26.1% | -20.5% | -45.5% |
| YTD | -42.7% | -9.0% | -33.8% | -38.5% |
| 1Y | -52.6% | +62.2% | -114.8% | -43.1% |
| 3Y | -89.8% | +1,621.9% | -1,711.7% | -84.7% |
| All | -89.8% | +1,640.0% | -1,729.8% | -84.7% |
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