+174.0%
ASTS vs TGT
-26.9%
+200.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.3% | +6.8% | +6.9% |
| 7D | -21.1% | +2.6% | -23.7% | -22.5% |
| 30D | -46.7% | +5.0% | -51.7% | -48.6% |
| 3M | -52.0% | +8.5% | -60.5% | -54.8% |
| 6M | -54.3% | +23.8% | -78.0% | -61.4% |
| YTD | -55.5% | +66.5% | -122.0% | -69.6% |
| 1Y | -50.5% | +84.9% | -135.4% | -68.9% |
| 3Y | +706.2% | +59.2% | +647.0% | +437.7% |
| All | +174.0% | -26.9% | +200.9% | +191.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling