+1,505.9%
ASTS vs TECK
+69.4%
+1,436.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | 0.0% |
| 7D | +7.3% | -0.3% | +7.7% | +7.6% |
| 30D | -8.9% | +4.6% | -13.5% | -11.9% |
| 3M | -41.9% | +2.8% | -44.8% | -43.1% |
| 6M | -40.6% | +24.9% | -65.5% | -48.9% |
| YTD | -14.2% | +44.7% | -59.0% | -33.2% |
| 1Y | +48.9% | +112.0% | -63.1% | -13.2% |
| All | +1,505.9% | +69.4% | +1,436.5% | +1,055.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling