+270.9%
TQQQ vs ASTS
+1,526.9%
-1,256.0%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +0.7% | +7.3% | -6.6% | -0.5% |
| 30D | -0.6% | -8.9% | +8.2% | +0.6% |
| 3M | -14.9% | -41.9% | +27.0% | -8.3% |
| 6M | +44.6% | -40.6% | +85.2% | +52.5% |
| YTD | +37.8% | -14.2% | +52.0% | +35.8% |
| 1Y | +59.2% | +48.9% | +10.3% | +43.0% |
| All | +270.9% | +1,526.9% | -1,256.0% | +182.5% |
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