+233.7%
ASTS vs TEVA
+448.7%
-215.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.9% | -7.5% | -6.0% |
| 7D | +0.8% | +4.4% | -3.6% | -0.3% |
| 30D | -22.6% | +9.3% | -31.9% | -24.4% |
| 3M | -54.4% | +21.9% | -76.3% | -56.8% |
| 6M | -56.4% | +22.8% | -79.2% | -59.1% |
| YTD | -55.1% | +42.6% | -97.7% | -59.8% |
| 1Y | -46.9% | +74.2% | -121.2% | -54.9% |
| 3Y | +715.0% | +404.5% | +310.5% | +418.5% |
| 5Y | +153.7% | +367.9% | -214.2% | +59.2% |
| All | +233.7% | +448.7% | -215.0% | +108.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling