+1,504.6%
ASTS vs TEVA
+278.3%
+1,226.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.7% |
| 7D | 0.0% | -1.7% | +1.7% | +0.6% |
| 30D | -9.2% | +2.0% | -11.2% | -9.7% |
| 3M | -29.6% | +7.0% | -36.6% | -31.6% |
| 6M | -30.5% | +17.0% | -47.4% | -35.6% |
| YTD | -14.1% | +18.1% | -32.1% | -20.6% |
| 1Y | +69.1% | +87.2% | -18.1% | +30.5% |
| All | +1,504.6% | +278.3% | +1,226.3% | +727.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling