+653.1%
ASTS vs TMUS
+14.4%
+638.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.9% | -16.1% | -15.1% |
| 7D | -29.9% | +9.0% | -38.9% | -28.9% |
| 30D | -52.2% | -3.2% | -48.9% | -51.8% |
| 3M | -55.8% | -6.9% | -48.9% | -55.7% |
| 6M | -52.7% | -16.4% | -36.3% | -52.6% |
| YTD | -58.4% | -19.6% | -38.8% | -58.3% |
| 1Y | -57.1% | -19.9% | -37.2% | -57.0% |
| All | +653.1% | +14.4% | +638.7% | +280.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling