+199.8%
TER vs ASTS
+37.2%
+162.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.3% | +5.2% | +5.4% |
| 7D | +0.6% | +7.3% | -6.8% | -1.5% |
| 30D | -8.3% | -8.9% | +0.6% | -6.3% |
| 3M | -12.2% | -41.9% | +29.7% | -1.7% |
| 6M | +17.0% | -40.6% | +57.6% | +26.3% |
| YTD | +84.6% | -14.2% | +98.8% | +78.8% |
| 1Y | +199.8% | +48.9% | +151.0% | +150.6% |
| All | +199.8% | +37.2% | +162.6% | +150.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling