-49.2%
ASTS vs TEVA
+106.6%
-155.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -15.8% | +4.7% | -20.5% | -16.5% |
| 30D | -39.0% | +5.5% | -44.6% | -39.7% |
| 3M | -49.3% | +21.6% | -70.9% | -51.2% |
| 6M | -47.9% | +18.4% | -66.3% | -49.5% |
| YTD | -51.0% | +34.1% | -85.0% | -54.9% |
| 1Y | -49.2% | +104.5% | -153.7% | -57.8% |
| All | -49.2% | +106.6% | -155.7% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 1y: compounded portfolio wealth divided by compounded TEVA 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…
1y analysis · Full analysis span regression · 6 months rolling