+230.9%
ASTS vs TEL
+156.8%
+74.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.3% | +6.7% | +6.8% |
| 7D | -21.1% | -2.8% | -18.3% | -19.3% |
| 30D | -46.7% | -4.1% | -42.6% | -44.9% |
| 3M | -52.0% | -3.4% | -48.6% | -50.9% |
| 6M | -54.3% | -3.5% | -50.8% | -53.4% |
| YTD | -55.5% | -8.0% | -47.5% | -53.9% |
| 1Y | -50.5% | -13.7% | -36.8% | -45.9% |
| 3Y | +706.2% | +71.9% | +634.3% | +492.1% |
| 5Y | +165.2% | +40.9% | +124.3% | +105.8% |
| All | +230.9% | +156.8% | +74.1% | +148.3% |
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