+272.6%
ASTS vs TE
-76.6%
+349.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -3.0% | +17.1% | +15.0% |
| 7D | +1.5% | -10.5% | +12.1% | +5.2% |
| 30D | -27.6% | -32.4% | +4.8% | -18.5% |
| 3M | -48.7% | -60.9% | +12.1% | -32.6% |
| 6M | -50.8% | -62.8% | +12.0% | -36.2% |
| YTD | -49.2% | -65.7% | +16.5% | -34.1% |
| 1Y | -46.7% | -39.9% | -6.8% | -41.4% |
| 3Y | +793.2% | +10.6% | +782.6% | +539.2% |
| 5Y | +195.6% | -79.7% | +275.3% | +239.0% |
| All | +272.6% | -76.6% | +349.2% | +337.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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