+253.1%
ASTS vs TEL
+170.2%
+82.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.7% | -5.1% | -5.3% |
| 7D | +14.2% | +5.6% | +8.7% | +10.6% |
| 30D | -26.7% | +0.9% | -27.6% | -26.4% |
| 3M | -53.6% | +2.1% | -55.7% | -54.0% |
| 6M | -52.7% | +2.7% | -55.4% | -53.4% |
| YTD | -52.5% | -3.2% | -49.3% | -52.3% |
| 1Y | -46.5% | -10.6% | -35.9% | -42.7% |
| 3Y | +700.5% | +79.8% | +620.7% | +472.0% |
| 5Y | +168.5% | +43.3% | +125.2% | +103.1% |
| All | +253.1% | +170.2% | +82.9% | +157.1% |
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