+425.9%
ASTS vs TEVA
+294.1%
+131.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.7% |
| 7D | 0.0% | -1.7% | +1.7% | +0.7% |
| 30D | -9.2% | +2.0% | -11.2% | -9.8% |
| 3M | -29.6% | +7.0% | -36.6% | -32.0% |
| 6M | -30.5% | +17.0% | -47.4% | -36.1% |
| YTD | -14.1% | +18.1% | -32.1% | -21.4% |
| 1Y | +69.1% | +87.2% | -18.1% | +27.0% |
| 3Y | +1,525.5% | +283.1% | +1,242.5% | +750.4% |
| 5Y | +425.9% | +298.4% | +127.5% | +127.9% |
| All | +425.9% | +294.1% | +131.7% | +127.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling