+537.8%
ASTS vs TMO
+104.9%
+432.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.6% |
| 7D | +7.3% | -1.4% | +8.7% | +8.1% |
| 30D | -8.9% | +6.2% | -15.1% | -11.3% |
| 3M | -41.9% | +27.5% | -69.4% | -48.9% |
| 6M | -40.6% | +20.0% | -60.6% | -46.6% |
| YTD | -14.2% | +6.1% | -20.3% | -17.6% |
| 1Y | +48.9% | +25.8% | +23.0% | +31.6% |
| 3Y | +1,461.7% | +11.2% | +1,450.4% | +1,331.7% |
| 5Y | +404.1% | +9.6% | +394.6% | +360.8% |
| All | +537.8% | +104.9% | +432.8% | +482.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling