+277.6%
ASTS vs TECK
+341.5%
-63.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +7.0% | +7.1% | +11.8% |
| 7D | +1.5% | +3.1% | -1.5% | +0.9% |
| 30D | -27.6% | -5.0% | -22.7% | -26.1% |
| 3M | -48.7% | -2.6% | -46.1% | -48.1% |
| 6M | -50.8% | 0.0% | -50.8% | -50.5% |
| YTD | -49.2% | +35.6% | -84.9% | -52.7% |
| 1Y | -46.7% | +58.1% | -104.8% | -52.3% |
| 3Y | +793.2% | +93.3% | +699.9% | +678.2% |
| 5Y | +195.6% | +153.7% | +41.9% | +153.0% |
| All | +277.6% | +341.5% | -63.9% | +213.1% |
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