+193.2%
ASTS vs TMO
+15.9%
+177.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.1% | +8.8% | +8.7% |
| 7D | +2.8% | +1.6% | +1.2% | +2.4% |
| 30D | -28.8% | +8.4% | -37.2% | -31.9% |
| 3M | -48.9% | +18.7% | -67.6% | -54.2% |
| 6M | -55.6% | +58.9% | -114.5% | -68.6% |
| YTD | -49.6% | +24.2% | -73.8% | -57.0% |
| 1Y | -46.1% | +22.8% | -68.9% | -53.4% |
| 3Y | +749.7% | +61.6% | +688.0% | +449.6% |
| 5Y | +193.2% | +15.3% | +177.9% | +116.9% |
| All | +193.2% | +15.9% | +177.3% | +116.9% |
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