+15.5%
TSLA vs ASTS
+148.1%
-132.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.5% | +3.7% | -1.0% |
| 7D | +8.9% | +0.8% | +8.1% | +8.6% |
| 30D | +6.3% | -22.6% | +28.9% | +10.0% |
| 3M | +14.8% | -54.4% | +69.2% | +27.8% |
| 6M | -12.4% | -56.4% | +44.1% | -3.7% |
| YTD | -13.2% | -55.1% | +41.9% | -8.3% |
| 1Y | -2.9% | -46.9% | +44.0% | -1.4% |
| 3Y | +74.4% | +715.0% | -640.6% | -1.1% |
| All | +15.5% | +148.1% | -132.6% | -21.5% |
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