+117.9%
V vs ASTS
+537.8%
-419.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -1.7% | +7.3% | -9.0% | -1.9% |
| 30D | +2.0% | -8.9% | +10.8% | +2.1% |
| 3M | +17.4% | -41.9% | +59.3% | +18.8% |
| 6M | +17.5% | -40.6% | +58.1% | +18.3% |
| YTD | +7.6% | -14.2% | +21.8% | +6.5% |
| 1Y | +7.7% | +48.9% | -41.1% | +3.9% |
| 3Y | +54.7% | +1,461.7% | -1,407.0% | +30.4% |
| 5Y | +73.0% | +404.1% | -331.1% | +46.7% |
| All | +117.9% | +537.8% | -419.8% | +71.1% |
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