+186.6%
TQQQ vs ASTS
+711.8%
-525.2%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.7% | +6.9% | -0.2% |
| 7D | -6.6% | -9.3% | +2.7% | -4.7% |
| 30D | -30.4% | -33.9% | +3.5% | -25.2% |
| 3M | -23.2% | -51.0% | +27.8% | -13.7% |
| 6M | -25.5% | -55.1% | +29.6% | -16.4% |
| YTD | +7.9% | -53.6% | +61.5% | +17.9% |
| 1Y | +1.1% | -51.0% | +52.1% | +8.5% |
| 3Y | +186.6% | +681.7% | -495.1% | +157.2% |
| All | +186.6% | +711.8% | -525.2% | +157.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling