+576.8%
ASTS vs TEL
+154.3%
+422.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.8% | +7.9% | +7.3% |
| 7D | +18.5% | -1.4% | +19.9% | +19.2% |
| 30D | -8.1% | -4.9% | -3.2% | -5.4% |
| 3M | -28.2% | +0.1% | -28.3% | -28.6% |
| 6M | -26.1% | +0.4% | -26.5% | -27.6% |
| YTD | -9.0% | -8.9% | 0.0% | -5.6% |
| 1Y | +62.2% | -0.3% | +62.5% | +61.8% |
| 3Y | +1,621.9% | +67.6% | +1,554.3% | +1,181.4% |
| 5Y | +457.0% | +50.7% | +406.4% | +328.2% |
| All | +576.8% | +154.3% | +422.4% | +408.7% |
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