+815.5%
ASTS vs TMF
-28.1%
+843.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.1% | +8.6% | +8.7% |
| 7D | +2.8% | -3.4% | +6.2% | +2.9% |
| 30D | -28.8% | +11.5% | -40.3% | -29.0% |
| 3M | -48.9% | -4.5% | -44.4% | -48.8% |
| 6M | -55.6% | -15.0% | -40.7% | -55.6% |
| YTD | -49.6% | -19.9% | -29.7% | -49.7% |
| 1Y | -46.1% | -26.6% | -19.5% | -46.5% |
| All | +815.5% | -28.1% | +843.6% | +1,004.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling