+744.3%
TQQQ vs ASTS
+538.9%
+205.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.6% | +4.8% | +0.3% |
| 7D | +2.8% | 0.0% | +2.8% | +2.7% |
| 30D | -3.0% | -9.2% | +6.2% | -1.4% |
| 3M | -2.7% | -29.6% | +26.9% | +3.0% |
| 6M | +45.4% | -30.5% | +75.9% | +51.2% |
| YTD | +36.3% | -14.1% | +50.3% | +32.2% |
| 1Y | +53.4% | +69.1% | -15.7% | +26.2% |
| 3Y | +265.6% | +1,525.5% | -1,259.9% | +50.4% |
| 5Y | +101.7% | +425.9% | -324.2% | -3.5% |
| All | +744.3% | +538.9% | +205.4% | +253.0% |
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