+277.6%
ASTS vs TECH
+43.4%
+234.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +0.1% | +14.0% | +14.1% |
| 7D | +1.5% | +0.2% | +1.3% | +1.5% |
| 30D | -27.6% | +0.5% | -28.1% | -27.8% |
| 3M | -48.7% | +0.9% | -49.6% | -48.9% |
| 6M | -50.8% | +51.0% | -101.9% | -60.4% |
| YTD | -49.2% | +24.4% | -73.6% | -56.8% |
| 1Y | -46.7% | +27.6% | -74.3% | -55.3% |
| 3Y | +793.2% | +29.9% | +763.3% | +627.6% |
| 5Y | +195.6% | -40.6% | +236.2% | +233.8% |
| All | +277.6% | +43.4% | +234.2% | +285.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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