+182.4%
ASTS vs TECH
-40.2%
+222.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -34.1% |
| 3M | -51.0% | +1.1% | -52.1% | -51.3% |
| 6M | -55.1% | +51.0% | -106.1% | -65.2% |
| YTD | -53.6% | +24.4% | -78.0% | -61.7% |
| 1Y | -51.0% | +27.4% | -78.4% | -60.3% |
| 3Y | +681.7% | +28.5% | +653.2% | +493.9% |
| 5Y | +182.4% | -40.9% | +223.3% | +268.2% |
| All | +182.4% | -40.2% | +222.6% | +268.2% |
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