+431.2%
ASTS vs TE
-47.8%
+479.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.1% |
| 7D | +7.3% | -4.0% | +11.3% | +8.4% |
| 30D | -8.9% | -15.9% | +7.0% | -4.7% |
| 3M | -41.9% | -60.5% | +18.6% | -25.2% |
| 6M | -40.6% | -35.2% | -5.4% | -36.4% |
| YTD | -14.2% | -31.1% | +16.9% | -9.6% |
| 1Y | +48.9% | +148.6% | -99.8% | +5.5% |
| 3Y | +1,461.7% | -26.4% | +1,488.1% | +1,249.1% |
| All | +431.2% | -47.8% | +479.0% | +336.6% |
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