+1,718.2%
TSLA vs ASTS
+244.8%
+1,473.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.7% | +9.1% | +1.7% |
| 7D | -4.7% | -9.3% | +4.6% | -3.4% |
| 30D | -0.8% | -33.9% | +33.1% | +4.7% |
| 3M | +14.8% | -51.0% | +65.8% | +25.5% |
| 6M | -11.3% | -55.1% | +43.8% | -3.6% |
| YTD | -15.6% | -53.6% | +38.1% | -11.3% |
| 1Y | -14.7% | -51.0% | +36.3% | -12.2% |
| 3Y | +76.9% | +681.7% | -604.7% | +8.1% |
| 5Y | +6.7% | +182.4% | -175.7% | -32.4% |
| All | +1,718.2% | +244.8% | +1,473.4% | +1,075.0% |
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