+230.9%
ASTS vs TGT
+77.6%
+153.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.3% | +6.8% | +6.9% |
| 7D | -21.1% | +2.6% | -23.7% | -22.3% |
| 30D | -46.7% | +5.0% | -51.7% | -48.3% |
| 3M | -52.0% | +8.5% | -60.5% | -54.4% |
| 6M | -54.3% | +23.8% | -78.0% | -60.3% |
| YTD | -55.5% | +66.5% | -122.0% | -67.4% |
| 1Y | -50.5% | +84.9% | -135.4% | -66.1% |
| 3Y | +706.2% | +59.2% | +647.0% | +493.1% |
| 5Y | +165.2% | -27.2% | +192.4% | +160.2% |
| All | +230.9% | +77.6% | +153.3% | +201.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling