+230.9%
ASTS vs TECK
+312.7%
-81.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.9% | +6.1% | +6.8% |
| 7D | -21.1% | -0.2% | -20.8% | -21.0% |
| 30D | -46.7% | -7.5% | -39.2% | -45.3% |
| 3M | -52.0% | -8.4% | -43.6% | -50.5% |
| 6M | -54.3% | -2.2% | -52.0% | -53.5% |
| YTD | -55.5% | +26.8% | -82.3% | -57.7% |
| 1Y | -50.5% | +46.5% | -97.0% | -54.7% |
| 3Y | +706.2% | +69.0% | +637.2% | +623.9% |
| 5Y | +165.2% | +138.8% | +26.4% | +131.5% |
| All | +230.9% | +312.7% | -81.8% | +180.0% |
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