+59.4%
ASTS vs TEVA
+84.1%
-24.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.7% | -3.7% |
| 7D | -3.6% | -0.7% | -2.8% | -3.4% |
| 30D | -16.4% | -0.4% | -16.0% | -16.1% |
| 3M | -31.4% | +8.2% | -39.6% | -32.5% |
| 6M | -31.6% | +15.3% | -46.9% | -36.0% |
| YTD | -17.5% | +16.5% | -34.0% | -22.6% |
| 1Y | +59.4% | +85.7% | -26.3% | +31.1% |
| All | +59.4% | +84.1% | -24.6% | +31.1% |
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