+43.2%
TER vs ASTS
-47.5%
+90.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -4.1% | -2.7% | -5.7% |
| 7D | -19.9% | -15.8% | -4.1% | -16.0% |
| 30D | -43.5% | -39.0% | -4.5% | -35.9% |
| 3M | -37.8% | -49.3% | +11.6% | -26.2% |
| 6M | -25.6% | -47.9% | +22.4% | -15.1% |
| YTD | +29.8% | -51.0% | +80.8% | +44.9% |
| 1Y | +43.2% | -49.2% | +92.3% | +56.6% |
| All | +43.2% | -47.5% | +90.6% | +56.6% |
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