+77.6%
V vs ASTS
+688.5%
-611.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.1% | -7.0% | -0.1% |
| 7D | +2.2% | -21.1% | +23.3% | +2.4% |
| 30D | +13.6% | -46.7% | +60.3% | +14.2% |
| 3M | +14.3% | -52.0% | +66.3% | +15.0% |
| 6M | +33.1% | -54.3% | +87.4% | +33.5% |
| YTD | +21.2% | -55.5% | +76.7% | +21.3% |
| 1Y | +26.4% | -50.5% | +76.9% | +26.1% |
| 3Y | +77.6% | +706.2% | -628.7% | +76.5% |
| All | +77.6% | +688.5% | -611.0% | +76.5% |
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 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