+67.7%
T vs ASTS
+400.6%
-333.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | -1.3% | +7.3% | -8.6% | -1.3% |
| 30D | +11.4% | -8.9% | +20.2% | +11.4% |
| 3M | +14.3% | -41.9% | +56.2% | +14.4% |
| 6M | -9.3% | -40.6% | +31.3% | -9.2% |
| YTD | +7.1% | -14.2% | +21.3% | +6.9% |
| 1Y | -9.1% | +48.9% | -57.9% | -9.6% |
| 3Y | +105.3% | +1,461.7% | -1,356.3% | +90.7% |
| All | +67.7% | +400.6% | -333.0% | +57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling