-46.9%
ASTS vs TGT
+82.0%
-128.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.8% | -5.5% |
| 7D | +0.8% | +2.6% | -1.8% | +0.8% |
| 30D | -22.6% | +4.7% | -27.3% | -22.3% |
| 3M | -54.4% | +4.6% | -59.0% | -54.1% |
| 6M | -56.4% | +34.9% | -91.3% | -56.8% |
| YTD | -55.1% | +70.9% | -126.0% | -55.9% |
| 1Y | -46.9% | +84.4% | -131.3% | -50.0% |
| All | -46.9% | +82.0% | -128.9% | -50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling