+277.6%
ASTS vs TGT
+86.0%
+191.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +4.7% | +9.4% | +11.7% |
| 7D | +1.5% | +4.7% | -3.2% | -0.6% |
| 30D | -27.6% | +8.0% | -35.6% | -30.6% |
| 3M | -48.7% | +11.7% | -60.4% | -51.9% |
| 6M | -50.8% | +34.7% | -85.6% | -59.2% |
| YTD | -49.2% | +74.4% | -123.6% | -63.6% |
| 1Y | -46.7% | +89.2% | -135.9% | -63.9% |
| 3Y | +793.2% | +73.4% | +719.8% | +531.7% |
| 5Y | +195.6% | -24.0% | +219.6% | +184.0% |
| All | +277.6% | +86.0% | +191.6% | +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