+160.4%
ASTS vs TE
-82.5%
+242.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.0% | -2.5% | -4.6% |
| 7D | +0.8% | -19.1% | +19.9% | +7.8% |
| 30D | -22.6% | -34.1% | +11.5% | -11.9% |
| 3M | -54.4% | -60.1% | +5.7% | -39.8% |
| 6M | -56.4% | -66.0% | +9.5% | -41.4% |
| YTD | -55.1% | -71.4% | +16.3% | -38.1% |
| 1Y | -46.9% | -45.3% | -1.7% | -39.0% |
| 3Y | +715.0% | +9.1% | +705.9% | +500.3% |
| All | +160.4% | -82.5% | +242.9% | +237.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling