+10.3%
TSLA vs ASTS
+202.1%
-191.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.7% | -5.8% | +1.6% |
| 7D | +1.5% | +2.8% | -1.3% | +0.9% |
| 30D | +3.4% | -28.8% | +32.2% | +8.2% |
| 3M | +17.4% | -48.9% | +66.3% | +28.4% |
| 6M | -12.2% | -55.6% | +43.5% | -3.9% |
| YTD | -13.1% | -49.6% | +36.5% | -9.7% |
| 1Y | -11.1% | -46.1% | +35.0% | -9.8% |
| 3Y | +82.1% | +749.7% | -667.6% | +3.1% |
| 5Y | +10.3% | +193.2% | -182.9% | -29.0% |
| All | +10.3% | +202.1% | -191.9% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling