-46.1%
ASTS vs TAP
-11.8%
-34.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.7% | +9.4% | +8.1% |
| 7D | +2.8% | -8.0% | +10.8% | -4.2% |
| 30D | -28.8% | +4.1% | -32.9% | -24.9% |
| 3M | -48.9% | -4.4% | -44.5% | -50.0% |
| 6M | -55.6% | -1.9% | -53.7% | -53.9% |
| YTD | -49.6% | -12.1% | -37.5% | -52.6% |
| 1Y | -46.1% | -12.0% | -34.0% | -49.9% |
| All | -46.1% | -11.8% | -34.3% | -49.9% |
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