+18.6%
T vs ASTS
+277.6%
-258.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +14.1% | -13.3% | +0.8% |
| 7D | +1.7% | +1.5% | +0.1% | +1.7% |
| 30D | -1.7% | -27.6% | +25.9% | -1.7% |
| 3M | -7.3% | -48.7% | +41.4% | -7.3% |
| 6M | -11.2% | -50.8% | +39.6% | -11.2% |
| YTD | -8.1% | -49.2% | +41.2% | -8.2% |
| 1Y | -8.0% | -46.7% | +38.7% | -8.2% |
| 3Y | +62.1% | +793.2% | -731.1% | +53.9% |
| 5Y | +55.7% | +195.6% | -139.9% | +47.8% |
| All | +18.6% | +277.6% | -258.9% | +4.9% |
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