+226.6%
ASTS vs TE
-75.9%
+302.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.5% | +3.5% | +6.0% |
| 7D | -21.1% | -12.6% | -8.5% | -17.5% |
| 30D | -46.7% | -36.7% | -10.0% | -38.7% |
| 3M | -52.0% | -57.5% | +5.5% | -38.4% |
| 6M | -54.3% | -55.2% | +1.0% | -43.6% |
| YTD | -55.5% | -64.7% | +9.2% | -42.7% |
| 1Y | -50.5% | -35.9% | -14.6% | -46.5% |
| 3Y | +706.2% | -31.8% | +738.0% | +557.6% |
| 5Y | +165.2% | -79.4% | +244.7% | +203.0% |
| All | +226.6% | -75.9% | +302.4% | +280.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling