+147.7%
ASTS vs TMF
-87.8%
+235.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.6% | -15.8% | -15.2% |
| 7D | -29.9% | +2.7% | -32.6% | -29.9% |
| 30D | -52.2% | +19.3% | -71.5% | -52.4% |
| 3M | -55.8% | -3.7% | -52.2% | -55.8% |
| 6M | -52.7% | -11.3% | -41.4% | -52.6% |
| YTD | -58.4% | -16.6% | -41.8% | -58.4% |
| 1Y | -57.1% | -21.1% | -36.0% | -57.0% |
| 3Y | +629.5% | -26.8% | +656.3% | +629.0% |
| 5Y | +147.7% | -88.0% | +235.8% | +136.3% |
| All | +147.7% | -87.8% | +235.6% | +136.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling