+202.8%
TER vs ASTS
+400.6%
-197.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.4% |
| 7D | +0.6% | +7.3% | -6.7% | -0.5% |
| 30D | -8.3% | -8.9% | +0.6% | -7.1% |
| 3M | -12.2% | -41.9% | +29.7% | -6.0% |
| 6M | +17.1% | -40.6% | +57.7% | +23.1% |
| YTD | +84.7% | -14.2% | +98.9% | +83.1% |
| 1Y | +199.9% | +48.9% | +151.1% | +174.1% |
| 3Y | +232.8% | +1,461.7% | -1,228.9% | +106.4% |
| All | +202.8% | +400.6% | -197.8% | +95.4% |
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