+1,771.2%
TSLA vs ASTS
+274.8%
+1,496.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.7% | -5.8% | +1.7% |
| 7D | +1.5% | +2.8% | -1.3% | +1.0% |
| 30D | +3.4% | -28.8% | +32.2% | +7.9% |
| 3M | +17.4% | -48.9% | +66.3% | +27.6% |
| 6M | -12.2% | -55.6% | +43.5% | -4.4% |
| YTD | -13.1% | -49.6% | +36.5% | -9.8% |
| 1Y | -11.1% | -46.1% | +35.0% | -9.7% |
| 3Y | +82.1% | +749.7% | -667.6% | +9.9% |
| 5Y | +10.3% | +193.2% | -182.9% | -30.7% |
| All | +1,771.2% | +274.8% | +1,496.4% | +1,094.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling