+537.8%
ASTS vs TAP
-6.7%
+544.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +7.3% | -2.3% | +9.7% | +7.5% |
| 30D | -8.9% | -2.1% | -6.7% | -8.8% |
| 3M | -41.9% | +6.6% | -48.5% | -42.6% |
| 6M | -40.6% | -11.5% | -29.1% | -39.9% |
| YTD | -14.2% | -10.3% | -3.9% | -14.0% |
| 1Y | +48.9% | -14.4% | +63.2% | +50.0% |
| 3Y | +1,461.7% | -28.3% | +1,489.9% | +1,513.2% |
| 5Y | +404.1% | +1.7% | +402.4% | +416.7% |
| All | +537.8% | -6.7% | +544.5% | +549.3% |
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