+258.3%
ASTS vs TEM
+98.6%
+159.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.4% | +10.1% | +9.2% |
| 7D | +2.8% | +5.1% | -2.2% | +1.7% |
| 30D | -28.8% | +16.8% | -45.7% | -32.5% |
| 3M | -48.9% | +42.6% | -91.5% | -56.2% |
| 6M | -55.6% | +63.9% | -119.5% | -64.0% |
| YTD | -49.6% | +34.5% | -84.1% | -56.5% |
| 1Y | -46.1% | +11.0% | -57.1% | -50.1% |
| All | +258.3% | +98.6% | +159.7% | +163.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling