+4.6%
TSLA vs ASTS
+37.2%
-32.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.3% | -6.2% | -6.0% |
| 7D | +1.5% | +7.3% | -5.8% | +0.5% |
| 30D | +10.1% | -8.9% | +19.0% | +11.2% |
| 3M | -15.4% | -41.9% | +26.5% | -11.4% |
| 6M | -12.8% | -40.6% | +27.8% | -10.2% |
| YTD | -21.3% | -14.2% | -7.1% | -22.3% |
| 1Y | +4.6% | +48.9% | -44.3% | +2.1% |
| All | +4.6% | +37.2% | -32.7% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling