+147.7%
ASTS vs TECH
-39.6%
+187.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.1% | -15.1% | -15.2% |
| 7D | -29.9% | -0.1% | -29.8% | -29.9% |
| 30D | -52.2% | +0.3% | -52.5% | -52.2% |
| 3M | -55.8% | +1.0% | -56.9% | -56.0% |
| 6M | -52.7% | +28.6% | -81.3% | -60.9% |
| YTD | -58.4% | +24.1% | -82.5% | -65.6% |
| 1Y | -57.1% | +21.9% | -79.0% | -64.1% |
| 3Y | +629.5% | +25.7% | +603.8% | +463.4% |
| 5Y | +147.7% | -40.2% | +188.0% | +206.4% |
| All | +147.7% | -39.6% | +187.4% | +206.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling