+50.4%
TER vs ASTS
+138.7%
-88.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -15.2% | 0.0% | -12.9% |
| 7D | -28.2% | -29.9% | +1.7% | -24.0% |
| 30D | -50.6% | -52.2% | +1.6% | -44.7% |
| 3M | -45.3% | -55.8% | +10.5% | -38.4% |
| 6M | -40.4% | -52.7% | +12.3% | -34.3% |
| YTD | +10.0% | -58.4% | +68.5% | +21.4% |
| 1Y | +13.6% | -57.1% | +70.7% | +23.8% |
| 3Y | +145.2% | +629.5% | -484.3% | +72.6% |
| 5Y | +50.4% | +147.7% | -97.4% | +4.2% |
| All | +50.4% | +138.7% | -88.4% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling