+1,545.4%
TSLA vs ASTS
+209.1%
+1,336.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -15.2% | +4.4% | -8.6% |
| 7D | -14.8% | -29.9% | +15.1% | -10.5% |
| 30D | -9.7% | -52.2% | +42.4% | -0.4% |
| 3M | +6.9% | -55.8% | +62.7% | +18.7% |
| 6M | -11.7% | -52.7% | +41.0% | -4.7% |
| YTD | -23.6% | -58.4% | +34.8% | -18.4% |
| 1Y | -25.6% | -57.1% | +31.5% | -21.9% |
| 3Y | +56.3% | +629.5% | -573.2% | -3.6% |
| 5Y | -15.6% | +147.7% | -163.4% | -45.6% |
| All | +1,545.4% | +209.1% | +1,336.3% | +981.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling