+537.8%
ASTS vs TEL
+158.9%
+378.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +7.3% | +3.0% | +4.4% | +4.9% |
| 30D | -8.9% | -3.9% | -5.0% | -6.7% |
| 3M | -41.9% | -5.1% | -36.8% | -40.0% |
| 6M | -40.6% | +0.6% | -41.2% | -41.8% |
| YTD | -14.2% | -7.3% | -6.9% | -12.0% |
| 1Y | +48.9% | +1.1% | +47.7% | +47.2% |
| 3Y | +1,461.7% | +63.7% | +1,398.0% | +1,072.9% |
| 5Y | +404.1% | +50.7% | +353.5% | +284.3% |
| All | +537.8% | +158.9% | +378.9% | +374.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling