+244.8%
ASTS vs TMUS
+114.0%
+130.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.2% | -8.9% | -8.7% |
| 7D | -9.3% | +9.5% | -18.8% | -10.7% |
| 30D | -33.9% | +13.8% | -47.7% | -35.7% |
| 3M | -51.0% | -4.6% | -46.4% | -50.7% |
| 6M | -55.1% | -11.7% | -43.4% | -54.5% |
| YTD | -53.6% | -15.4% | -38.2% | -53.0% |
| 1Y | -51.0% | -16.1% | -34.8% | -50.3% |
| 3Y | +681.7% | +20.5% | +661.2% | +574.8% |
| 5Y | +182.4% | +48.7% | +133.6% | +132.4% |
| All | +244.8% | +114.0% | +130.8% | +181.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 10y: compounded portfolio wealth divided by compounded TMUS 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…
10y analysis · Full analysis span regression · 6 months rolling