+56.4%
V vs ASTS
+1,473.5%
-1,417.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -1.7% | +7.3% | -9.0% | -1.8% |
| 30D | +2.0% | -8.9% | +10.8% | +2.0% |
| 3M | +17.4% | -41.9% | +59.3% | +18.1% |
| 6M | +17.5% | -40.6% | +58.1% | +17.9% |
| YTD | +7.6% | -14.2% | +21.8% | +7.0% |
| 1Y | +7.7% | +48.9% | -41.1% | +5.7% |
| All | +56.4% | +1,473.5% | -1,417.1% | +49.7% |
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