+108.3%
V vs ASTS
+148.1%
-39.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.5% | +6.8% | +1.5% |
| 7D | +0.9% | +0.8% | +0.1% | +0.8% |
| 30D | +9.0% | -22.6% | +31.6% | +9.7% |
| 3M | +16.7% | -54.4% | +71.1% | +19.3% |
| 6M | +33.4% | -56.4% | +89.8% | +35.6% |
| YTD | +22.4% | -55.1% | +77.5% | +23.0% |
| 1Y | +27.7% | -46.9% | +74.6% | +27.0% |
| 3Y | +78.0% | +715.0% | -637.0% | +46.7% |
| All | +108.3% | +148.1% | -39.8% | +74.5% |
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