+762.5%
ASTS vs TGT
+66.3%
+696.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.1% | -4.7% | -5.2% |
| 7D | +14.2% | +2.6% | +11.7% | +13.1% |
| 30D | -26.7% | +6.6% | -33.3% | -29.4% |
| 3M | -53.6% | +5.2% | -58.8% | -55.1% |
| 6M | -52.7% | +35.3% | -88.0% | -61.5% |
| YTD | -52.5% | +70.3% | -122.8% | -67.6% |
| 1Y | -46.5% | +81.2% | -127.7% | -65.4% |
| All | +762.5% | +66.3% | +696.2% | +374.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling