+681.7%
ASTS vs TECH
+29.9%
+651.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | 0.0% | -8.7% | -8.7% |
| 7D | -9.3% | +0.2% | -9.5% | -9.4% |
| 30D | -33.9% | +0.5% | -34.4% | -34.0% |
| 3M | -51.0% | +1.1% | -52.1% | -51.2% |
| 6M | -55.1% | +51.0% | -106.1% | -63.2% |
| YTD | -53.6% | +24.4% | -78.0% | -59.9% |
| 1Y | -51.0% | +27.4% | -78.4% | -58.3% |
| 3Y | +681.7% | +28.5% | +653.2% | +568.0% |
| All | +681.7% | +29.9% | +651.8% | +568.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling