+537.8%
ASTS vs TEVA
+348.3%
+189.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +7.3% | -0.2% | +7.6% | +7.5% |
| 30D | -8.9% | +4.7% | -13.6% | -9.9% |
| 3M | -41.9% | +5.6% | -47.5% | -43.0% |
| 6M | -40.6% | +10.5% | -51.1% | -42.9% |
| YTD | -14.2% | +16.5% | -30.7% | -18.8% |
| 1Y | +48.9% | +96.8% | -47.9% | +21.7% |
| 3Y | +1,461.7% | +269.5% | +1,192.1% | +977.3% |
| 5Y | +404.1% | +283.5% | +120.6% | +233.4% |
| All | +537.8% | +348.3% | +189.4% | +321.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling