+509.7%
ASTS vs TEM
+61.6%
+448.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +7.3% | +0.9% | +6.4% | +6.9% |
| 30D | -8.9% | +38.4% | -47.2% | -20.1% |
| 3M | -41.9% | +23.7% | -65.6% | -46.9% |
| 6M | -40.6% | +26.0% | -66.6% | -46.9% |
| YTD | -14.2% | +9.4% | -23.6% | -19.2% |
| 1Y | +48.9% | -17.3% | +66.1% | +54.3% |
| All | +509.7% | +61.6% | +448.1% | +389.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling