+18.2%
TER vs ASTS
-53.0%
+71.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.1% | -4.5% | +0.5% |
| 7D | -20.5% | -21.1% | +0.6% | -14.8% |
| 30D | -47.0% | -46.7% | -0.3% | -37.2% |
| 3M | -43.3% | -52.0% | +8.7% | -31.4% |
| 6M | -42.9% | -54.3% | +11.4% | -32.2% |
| YTD | +12.9% | -55.5% | +68.4% | +29.7% |
| 1Y | +18.2% | -50.5% | +68.6% | +28.6% |
| All | +18.2% | -53.0% | +71.2% | +28.6% |
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