+259.7%
TER vs ASTS
+230.9%
+28.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.1% | -4.5% | +1.5% |
| 7D | -20.5% | -21.1% | +0.6% | -17.6% |
| 30D | -47.0% | -46.7% | -0.3% | -42.1% |
| 3M | -43.3% | -52.0% | +8.7% | -37.3% |
| 6M | -42.9% | -54.3% | +11.4% | -37.3% |
| YTD | +12.9% | -55.5% | +68.4% | +22.6% |
| 1Y | +18.2% | -50.5% | +68.6% | +25.8% |
| 3Y | +151.8% | +706.2% | -554.5% | +77.3% |
| 5Y | +54.2% | +165.2% | -111.0% | +13.0% |
| All | +259.7% | +230.9% | +28.8% | +145.8% |
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