+77.6%
V vs ASTS
+636.6%
-559.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -15.2% | +12.0% | -3.1% |
| 7D | +2.9% | -29.9% | +32.8% | +3.3% |
| 30D | +14.0% | -52.2% | +66.2% | +14.8% |
| 3M | +14.9% | -55.8% | +70.7% | +15.7% |
| 6M | +31.7% | -52.7% | +84.5% | +32.0% |
| YTD | +21.2% | -58.4% | +79.6% | +21.4% |
| 1Y | +25.3% | -57.1% | +82.4% | +25.2% |
| All | +77.6% | +636.6% | -559.0% | +76.6% |
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