-49.2%
ASTS vs TAP
+4.4%
-53.5%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.0% | -7.2% | -1.7% |
| 7D | -15.8% | +9.9% | -25.7% | -8.4% |
| 30D | -39.0% | +18.1% | -57.2% | -29.8% |
| 3M | -49.3% | +3.2% | -52.5% | -47.4% |
| 6M | -47.9% | +8.4% | -56.4% | -42.2% |
| YTD | -51.0% | -4.4% | -46.5% | -50.6% |
| 1Y | -49.2% | +3.2% | -52.4% | -52.2% |
| All | -49.2% | +4.4% | -53.5% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling