+153.7%
V vs ASTS
+264.6%
-110.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.1% | +8.0% | +4.0% |
| 7D | +9.0% | -15.8% | +24.8% | +9.5% |
| 30D | +18.1% | -39.0% | +57.1% | +19.6% |
| 3M | +18.3% | -49.3% | +67.7% | +20.3% |
| 6M | +34.1% | -47.9% | +82.0% | +35.2% |
| YTD | +25.2% | -51.0% | +76.2% | +25.7% |
| 1Y | +29.3% | -49.2% | +78.5% | +29.2% |
| 3Y | +83.4% | +760.4% | -677.0% | +57.6% |
| 5Y | +117.2% | +185.6% | -68.5% | +86.7% |
| All | +153.7% | +264.6% | -110.9% | +101.9% |
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