+537.8%
ASTS vs TECK
+371.1%
+166.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +7.3% | -0.3% | +7.7% | +7.5% |
| 30D | -8.9% | +4.6% | -13.5% | -10.2% |
| 3M | -41.9% | +2.8% | -44.8% | -42.3% |
| 6M | -40.6% | +24.9% | -65.5% | -43.9% |
| YTD | -14.2% | +44.7% | -59.0% | -22.0% |
| 1Y | +48.9% | +112.0% | -63.1% | +21.9% |
| 3Y | +1,461.7% | +67.6% | +1,394.1% | +1,268.9% |
| 5Y | +404.1% | +200.3% | +203.8% | +318.7% |
| All | +537.8% | +371.1% | +166.7% | +416.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling