+216.3%
ASTS vs TEM
+90.1%
+126.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +8.0% | -0.9% | +4.3% |
| 7D | -21.1% | +5.3% | -26.4% | -22.6% |
| 30D | -46.7% | +8.1% | -54.8% | -48.3% |
| 3M | -52.0% | +64.9% | -116.9% | -61.2% |
| 6M | -54.3% | +42.1% | -96.4% | -61.1% |
| YTD | -55.5% | +28.8% | -84.3% | -61.1% |
| 1Y | -50.5% | +5.5% | -56.0% | -53.5% |
| All | +216.3% | +90.1% | +126.2% | +135.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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