+614.6%
TQQQ vs ASTS
+274.8%
+339.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +8.7% | -1.8% | +5.0% |
| 7D | -2.9% | +2.8% | -5.7% | -3.1% |
| 30D | -24.1% | -28.8% | +4.8% | -18.2% |
| 3M | -17.1% | -48.9% | +31.8% | -4.9% |
| 6M | -21.1% | -55.6% | +34.5% | -8.8% |
| YTD | +15.3% | -49.6% | +64.9% | +25.2% |
| 1Y | +8.9% | -46.1% | +55.0% | +15.0% |
| 3Y | +206.3% | +749.7% | -543.4% | +47.9% |
| 5Y | +58.5% | +193.2% | -134.7% | -14.4% |
| All | +614.6% | +274.8% | +339.8% | +234.3% |
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