-9.1%
T vs ASTS
+37.2%
-46.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | -1.3% | +7.3% | -8.6% | -1.0% |
| 30D | +11.4% | -8.9% | +20.2% | +11.1% |
| 3M | +14.3% | -41.9% | +56.2% | +13.5% |
| 6M | -9.3% | -40.6% | +31.3% | -9.6% |
| YTD | +7.1% | -14.2% | +21.3% | +8.1% |
| 1Y | -9.1% | +48.9% | -57.9% | -3.3% |
| All | -9.1% | +37.2% | -46.3% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling