+537.8%
ASTS vs TGT
+84.4%
+453.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +7.3% | +0.8% | +6.6% | +6.8% |
| 30D | -8.9% | +12.2% | -21.1% | -14.5% |
| 3M | -41.9% | +33.8% | -75.7% | -51.3% |
| 6M | -40.6% | +39.3% | -79.9% | -51.7% |
| YTD | -14.2% | +72.9% | -87.1% | -38.2% |
| 1Y | +48.9% | +84.6% | -35.7% | +2.6% |
| 3Y | +1,461.7% | +46.2% | +1,415.4% | +1,099.2% |
| 5Y | +404.1% | -21.3% | +425.5% | +382.9% |
| All | +537.8% | +84.4% | +453.4% | +471.8% |
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 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