+277.6%
ASTS vs TEL
+171.4%
+106.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +5.7% | +8.4% | +10.3% |
| 7D | +1.5% | +0.6% | +1.0% | +2.0% |
| 30D | -27.6% | +0.2% | -27.8% | -27.1% |
| 3M | -48.7% | +1.5% | -50.2% | -49.1% |
| 6M | -50.8% | +6.9% | -57.8% | -53.0% |
| YTD | -49.2% | -2.8% | -46.4% | -49.2% |
| 1Y | -46.7% | -8.8% | -37.9% | -43.7% |
| 3Y | +793.2% | +84.3% | +708.9% | +529.6% |
| 5Y | +195.6% | +46.8% | +148.8% | +122.2% |
| All | +277.6% | +171.4% | +106.2% | +173.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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