+72.4%
TER vs ASTS
+213.2%
-140.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +14.1% | -1.4% | +10.5% |
| 7D | -5.8% | +1.5% | -7.3% | -5.7% |
| 30D | -38.9% | -27.6% | -11.3% | -35.8% |
| 3M | -35.1% | -48.7% | +13.6% | -28.5% |
| 6M | -31.6% | -50.8% | +19.3% | -25.2% |
| YTD | +27.2% | -49.2% | +76.5% | +36.2% |
| 1Y | +35.2% | -46.7% | +81.9% | +42.6% |
| 3Y | +192.8% | +793.2% | -600.4% | +100.0% |
| 5Y | +72.4% | +195.6% | -123.2% | +20.9% |
| All | +72.4% | +213.2% | -140.7% | +20.9% |
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