+230.9%
ASTS vs TAP
-7.1%
+238.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.5% | +11.6% | +7.2% |
| 7D | -21.1% | +0.5% | -21.6% | -21.2% |
| 30D | -46.7% | +9.1% | -55.8% | -47.1% |
| 3M | -52.0% | -3.8% | -48.2% | -51.9% |
| 6M | -54.3% | -3.4% | -50.8% | -54.3% |
| YTD | -55.5% | -10.6% | -44.8% | -55.4% |
| 1Y | -50.5% | -4.4% | -46.1% | -51.1% |
| 3Y | +706.2% | -24.4% | +730.6% | +728.0% |
| 5Y | +165.2% | +2.1% | +163.1% | +171.9% |
| All | +230.9% | -7.1% | +238.0% | +236.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling