+62.2%
ASTS vs TGT
+81.6%
-19.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.1% | +7.2% | +6.1% |
| 7D | +18.5% | -0.6% | +19.1% | +18.5% |
| 30D | -8.1% | +9.5% | -17.6% | -8.4% |
| 3M | -28.2% | +32.3% | -60.4% | -31.5% |
| 6M | -26.1% | +37.0% | -63.1% | -30.2% |
| YTD | -9.0% | +71.0% | -80.0% | -20.6% |
| 1Y | +62.2% | +85.0% | -22.8% | +31.6% |
| All | +62.2% | +81.6% | -19.5% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TGT 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling