+1,539.7%
ASTS vs TEL
+69.5%
+1,470.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | +7.3% | +3.0% | +4.4% | +3.8% |
| 30D | -8.9% | -3.9% | -5.0% | -5.8% |
| 3M | -41.9% | -5.1% | -36.8% | -39.3% |
| 6M | -40.6% | +0.6% | -41.2% | -43.6% |
| YTD | -14.2% | -7.3% | -6.9% | -12.8% |
| 1Y | +48.9% | +1.1% | +47.7% | +41.0% |
| All | +1,539.7% | +69.5% | +1,470.3% | +697.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling