+230.9%
ASTS vs TMF
-87.6%
+318.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.2% | +7.2% | +7.1% |
| 7D | -21.1% | +1.2% | -22.3% | -21.1% |
| 30D | -46.7% | +19.7% | -66.4% | -46.8% |
| 3M | -52.0% | -2.1% | -49.9% | -52.0% |
| 6M | -54.3% | -13.4% | -40.8% | -54.2% |
| YTD | -55.5% | -16.7% | -38.8% | -55.5% |
| 1Y | -50.5% | -23.3% | -27.1% | -50.5% |
| 3Y | +706.2% | -24.8% | +731.1% | +705.3% |
| 5Y | +165.2% | -88.0% | +253.3% | +160.4% |
| All | +230.9% | -87.6% | +318.5% | +225.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling