+264.6%
ASTS vs TMF
-87.6%
+352.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.5% | -6.6% | -4.1% |
| 7D | -15.8% | +4.0% | -19.8% | -15.8% |
| 30D | -39.0% | +19.5% | -58.5% | -39.2% |
| 3M | -49.3% | -3.5% | -45.8% | -49.3% |
| 6M | -47.9% | -10.6% | -37.4% | -47.9% |
| YTD | -51.0% | -17.1% | -33.9% | -50.9% |
| 1Y | -49.2% | -24.3% | -24.9% | -49.2% |
| 3Y | +760.4% | -27.2% | +787.6% | +759.5% |
| 5Y | +185.6% | -87.6% | +273.2% | +180.6% |
| All | +264.6% | -87.6% | +352.2% | +258.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling