+274.8%
ASTS vs TGT
+83.7%
+191.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.6% | +8.1% | +8.4% |
| 7D | +2.8% | +0.5% | +2.4% | +3.1% |
| 30D | -28.8% | +6.7% | -35.5% | -31.3% |
| 3M | -48.9% | +8.4% | -57.3% | -51.2% |
| 6M | -55.6% | +40.7% | -96.4% | -63.9% |
| YTD | -49.6% | +72.2% | -121.8% | -63.6% |
| 1Y | -46.1% | +86.2% | -132.2% | -63.1% |
| 3Y | +749.7% | +68.8% | +680.8% | +509.3% |
| 5Y | +193.2% | -25.2% | +218.4% | +184.0% |
| All | +274.8% | +83.7% | +191.1% | +236.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling