+754.0%
TQQQ vs ASTS
+537.8%
+216.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +0.7% | +7.3% | -6.6% | -0.9% |
| 30D | -0.6% | -8.9% | +8.2% | +1.0% |
| 3M | -14.9% | -41.9% | +27.0% | -6.0% |
| 6M | +44.6% | -40.6% | +85.2% | +55.1% |
| YTD | +37.8% | -14.2% | +52.0% | +33.9% |
| 1Y | +59.2% | +48.9% | +10.3% | +34.2% |
| 3Y | +254.1% | +1,461.7% | -1,207.5% | +47.4% |
| 5Y | +100.6% | +404.1% | -303.5% | -3.5% |
| All | +754.0% | +537.8% | +216.2% | +257.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling