+20.7%
T vs ASTS
+253.1%
-232.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.8% | +5.4% | -0.4% |
| 7D | +1.6% | +14.2% | -12.6% | +1.7% |
| 30D | -2.9% | -26.7% | +23.8% | -2.9% |
| 3M | -7.5% | -53.6% | +46.1% | -7.5% |
| 6M | -9.9% | -52.7% | +42.8% | -9.9% |
| YTD | -6.4% | -52.5% | +46.1% | -6.6% |
| 1Y | -9.4% | -46.5% | +37.1% | -9.6% |
| 3Y | +64.9% | +700.5% | -635.6% | +56.6% |
| 5Y | +57.0% | +168.5% | -111.5% | +48.9% |
| All | +20.7% | +253.1% | -232.4% | +6.7% |
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 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