+1,709.9%
TSLA vs ASTS
+277.6%
+1,432.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +14.1% | -8.6% | +3.5% |
| 7D | -6.4% | +1.5% | -7.9% | -6.6% |
| 30D | -1.2% | -27.6% | +26.4% | +2.9% |
| 3M | +15.1% | -48.7% | +63.8% | +25.1% |
| 6M | -11.7% | -50.8% | +39.1% | -5.2% |
| YTD | -15.9% | -49.2% | +33.3% | -12.8% |
| 1Y | -12.0% | -46.7% | +34.7% | -10.4% |
| 3Y | +80.0% | +793.2% | -713.2% | +7.9% |
| 5Y | +10.8% | +195.6% | -184.8% | -30.4% |
| All | +1,709.9% | +277.6% | +1,432.4% | +1,055.6% |
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 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