+209.1%
ASTS vs TAP
-2.7%
+211.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.1% | -13.1% | -15.1% |
| 7D | -29.9% | +7.7% | -37.6% | -30.2% |
| 30D | -52.2% | +14.4% | -66.6% | -52.6% |
| 3M | -55.8% | +2.0% | -57.9% | -55.9% |
| 6M | -52.7% | +2.5% | -55.2% | -53.0% |
| YTD | -58.4% | -6.4% | -52.0% | -58.4% |
| 1Y | -57.1% | -2.3% | -54.8% | -57.5% |
| 3Y | +629.5% | -20.3% | +649.8% | +647.4% |
| 5Y | +147.7% | +6.9% | +140.9% | +153.6% |
| All | +209.1% | -2.7% | +211.9% | +213.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling