+608.0%
TQQQ vs ASTS
+253.1%
+354.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.8% | +4.9% | +0.3% |
| 7D | +18.6% | +14.2% | +4.4% | +15.2% |
| 30D | -24.0% | -26.7% | +2.7% | -18.6% |
| 3M | -19.6% | -53.6% | +34.0% | -5.8% |
| 6M | -19.8% | -52.7% | +32.9% | -8.2% |
| YTD | +14.3% | -52.5% | +66.8% | +25.6% |
| 1Y | +8.2% | -46.5% | +54.7% | +14.5% |
| 3Y | +203.4% | +700.5% | -497.0% | +48.4% |
| 5Y | +52.2% | +168.5% | -116.3% | -16.4% |
| All | +608.0% | +253.1% | +354.8% | +235.4% |
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 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