+230.9%
ASTS vs TECH
+43.3%
+187.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.2% | +6.9% | +7.0% |
| 7D | -21.1% | +0.2% | -21.3% | -21.1% |
| 30D | -46.7% | +0.3% | -47.0% | -46.8% |
| 3M | -52.0% | +1.3% | -53.3% | -52.3% |
| 6M | -54.3% | +54.0% | -108.2% | -63.9% |
| YTD | -55.5% | +24.3% | -79.8% | -62.1% |
| 1Y | -50.5% | +25.8% | -76.3% | -58.2% |
| 3Y | +706.2% | +26.0% | +680.3% | +566.3% |
| 5Y | +165.2% | -40.1% | +205.3% | +198.7% |
| All | +230.9% | +43.3% | +187.6% | +238.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling