+63.4%
TSLA vs ASTS
+688.5%
-625.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.1% | -2.8% | +3.3% |
| 7D | -10.4% | -21.1% | +10.7% | -7.8% |
| 30D | -5.2% | -46.7% | +41.5% | +2.0% |
| 3M | +12.1% | -52.0% | +64.1% | +21.7% |
| 6M | -10.2% | -54.3% | +44.1% | -3.4% |
| YTD | -20.3% | -55.5% | +35.1% | -16.1% |
| 1Y | -19.7% | -50.5% | +30.8% | -17.3% |
| 3Y | +63.4% | +706.2% | -642.9% | +29.3% |
| All | +63.4% | +688.5% | -625.2% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling