+253.1%
ASTS vs TGT
+81.7%
+171.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.1% | -4.7% | -5.2% |
| 7D | +14.2% | +2.6% | +11.7% | +13.2% |
| 30D | -26.7% | +6.6% | -33.3% | -29.2% |
| 3M | -53.6% | +5.2% | -58.8% | -55.0% |
| 6M | -52.7% | +35.3% | -88.0% | -60.5% |
| YTD | -52.5% | +70.3% | -122.8% | -65.5% |
| 1Y | -46.5% | +81.2% | -127.7% | -62.8% |
| 3Y | +700.5% | +66.9% | +633.5% | +477.5% |
| 5Y | +168.5% | -27.2% | +195.7% | +162.5% |
| All | +253.1% | +81.7% | +171.4% | +218.8% |
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