+576.8%
ASTS vs TECK
+390.6%
+186.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.2% | +2.0% | +4.8% |
| 7D | +18.5% | +7.8% | +10.7% | +15.8% |
| 30D | -8.1% | +8.3% | -16.4% | -10.3% |
| 3M | -28.2% | +16.1% | -44.2% | -31.3% |
| 6M | -26.1% | +42.9% | -69.0% | -32.9% |
| YTD | -9.0% | +50.8% | -59.7% | -18.3% |
| 1Y | +62.2% | +106.1% | -43.9% | +33.6% |
| 3Y | +1,621.9% | +84.0% | +1,537.8% | +1,379.1% |
| 5Y | +457.0% | +223.5% | +233.6% | +356.2% |
| All | +576.8% | +390.6% | +186.1% | +441.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling