+17.7%
T vs ASTS
+230.9%
-213.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.1% | -7.9% | -0.9% |
| 7D | +1.0% | -21.1% | +22.1% | +1.0% |
| 30D | -10.6% | -46.7% | +36.1% | -10.6% |
| 3M | -7.7% | -52.0% | +44.3% | -7.8% |
| 6M | -13.3% | -54.3% | +41.0% | -13.4% |
| YTD | -8.8% | -55.5% | +46.7% | -8.9% |
| 1Y | -8.4% | -50.5% | +42.1% | -8.6% |
| 3Y | +59.6% | +706.2% | -646.6% | +51.4% |
| 5Y | +52.1% | +165.2% | -113.1% | +44.3% |
| All | +17.7% | +230.9% | -213.2% | +4.1% |
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