+49.5%
TQQQ vs ASTS
+171.7%
-122.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.7% | +6.9% | +0.2% |
| 7D | -6.6% | -9.3% | +2.7% | -4.2% |
| 30D | -30.4% | -33.9% | +3.5% | -23.4% |
| 3M | -23.2% | -51.0% | +27.8% | -10.3% |
| 6M | -25.5% | -55.1% | +29.6% | -13.4% |
| YTD | +7.9% | -53.6% | +61.5% | +19.8% |
| 1Y | +1.1% | -51.0% | +52.1% | +9.2% |
| 3Y | +186.6% | +681.7% | -495.1% | +31.5% |
| 5Y | +49.5% | +182.4% | -132.9% | -19.6% |
| All | +49.5% | +171.7% | -122.2% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling