+576.8%
ASTS vs TGT
+82.4%
+494.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.1% | +7.2% | +6.7% |
| 7D | +18.5% | -0.6% | +19.1% | +18.8% |
| 30D | -8.1% | +9.5% | -17.6% | -12.7% |
| 3M | -28.2% | +32.3% | -60.4% | -39.4% |
| 6M | -26.1% | +37.0% | -63.1% | -39.4% |
| YTD | -9.0% | +71.0% | -80.0% | -34.1% |
| 1Y | +62.2% | +85.0% | -22.8% | +11.4% |
| 3Y | +1,621.9% | +46.8% | +1,575.1% | +1,220.2% |
| 5Y | +457.0% | -22.7% | +479.8% | +437.0% |
| All | +576.8% | +82.4% | +494.3% | +509.8% |
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