+1,621.9%
ASTS vs TMO
+14.9%
+1,607.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.8% | +7.9% | +7.0% |
| 7D | +18.5% | +0.4% | +18.1% | +18.2% |
| 30D | -8.1% | +1.5% | -9.6% | -8.8% |
| 3M | -28.2% | +28.5% | -56.7% | -38.4% |
| 6M | -26.1% | +20.4% | -46.5% | -34.6% |
| YTD | -9.0% | +4.3% | -13.2% | -11.0% |
| 1Y | +62.2% | +24.1% | +38.1% | +42.0% |
| 3Y | +1,621.9% | +17.5% | +1,604.4% | +1,339.3% |
| All | +1,621.9% | +14.9% | +1,607.0% | +1,339.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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