+18.8%
T vs ASTS
+209.1%
-190.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -15.2% | +15.2% | -0.1% |
| 7D | +4.3% | -29.9% | +34.2% | +4.3% |
| 30D | -9.7% | -52.2% | +42.5% | -9.7% |
| 3M | -4.3% | -55.8% | +51.5% | -4.3% |
| 6M | -13.7% | -52.7% | +39.1% | -13.7% |
| YTD | -8.0% | -58.4% | +50.5% | -8.1% |
| 1Y | -6.9% | -57.1% | +50.2% | -7.1% |
| 3Y | +59.7% | +629.5% | -569.7% | +51.6% |
| 5Y | +53.4% | +147.7% | -94.3% | +45.6% |
| All | +18.8% | +209.1% | -190.4% | +5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling