+457.0%
ASTS vs TMO
+7.5%
+449.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.8% | +7.9% | +7.3% |
| 7D | +18.5% | +0.4% | +18.1% | +18.1% |
| 30D | -8.1% | +1.5% | -9.6% | -9.1% |
| 3M | -28.2% | +28.5% | -56.7% | -41.3% |
| 6M | -26.1% | +20.4% | -46.5% | -37.4% |
| YTD | -9.0% | +4.3% | -13.2% | -13.3% |
| 1Y | +62.2% | +24.1% | +38.1% | +34.8% |
| 3Y | +1,621.9% | +17.5% | +1,604.4% | +1,325.8% |
| 5Y | +457.0% | +6.8% | +450.2% | +354.7% |
| All | +457.0% | +7.5% | +449.5% | +354.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling