-49.2%
ASTS vs TECK
+59.3%
-108.4%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.3% | -8.4% | -7.6% |
| 7D | -15.8% | +2.3% | -18.0% | -17.8% |
| 30D | -39.0% | -5.0% | -34.0% | -36.9% |
| 3M | -49.3% | -0.3% | -49.0% | -49.8% |
| 6M | -47.9% | +13.9% | -61.8% | -53.1% |
| YTD | -51.0% | +35.2% | -86.2% | -59.6% |
| 1Y | -49.2% | +57.5% | -106.7% | -63.5% |
| All | -49.2% | +59.3% | -108.4% | -63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 1y: compounded portfolio wealth divided by compounded TECK 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…
1y analysis · Full analysis span regression · 6 months rolling