+304.5%
TER vs ASTS
+244.8%
+59.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.7% | +8.4% | +1.0% |
| 7D | -8.9% | -9.3% | +0.4% | -7.4% |
| 30D | -39.1% | -33.9% | -5.2% | -35.3% |
| 3M | -32.8% | -51.0% | +18.2% | -25.9% |
| 6M | -31.7% | -55.1% | +23.4% | -24.8% |
| YTD | +26.9% | -53.6% | +80.5% | +37.1% |
| 1Y | +33.6% | -51.0% | +84.5% | +42.2% |
| 3Y | +181.5% | +681.7% | -500.2% | +99.0% |
| 5Y | +76.1% | +182.4% | -106.3% | +28.1% |
| All | +304.5% | +244.8% | +59.7% | +174.8% |
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