-49.2%
ASTS vs TMF
-23.9%
-25.3%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.5% | -6.6% | -4.7% |
| 7D | -15.8% | +4.0% | -19.8% | -16.7% |
| 30D | -39.0% | +19.5% | -58.5% | -42.9% |
| 3M | -49.3% | -3.5% | -45.8% | -48.1% |
| 6M | -47.9% | -10.6% | -37.4% | -45.4% |
| YTD | -51.0% | -17.1% | -33.9% | -49.7% |
| 1Y | -49.2% | -24.3% | -24.9% | -48.4% |
| All | -49.2% | -23.9% | -25.3% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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