+537.8%
ASTS vs TMF
-87.4%
+625.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +7.3% | -1.4% | +8.8% | +7.4% |
| 30D | -8.9% | -2.8% | -6.0% | -8.9% |
| 3M | -41.9% | -10.9% | -31.0% | -41.9% |
| 6M | -40.6% | -21.3% | -19.3% | -40.7% |
| YTD | -14.2% | -15.9% | +1.7% | -14.2% |
| 1Y | +48.9% | -15.7% | +64.6% | +48.8% |
| 3Y | +1,461.7% | -43.4% | +1,505.0% | +1,456.6% |
| 5Y | +404.1% | -87.8% | +491.9% | +394.2% |
| All | +537.8% | -87.4% | +625.2% | +526.7% |
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