+1,505.9%
ASTS vs TMUS
+39.0%
+1,466.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.7% | 0.0% |
| 7D | +7.3% | +0.1% | +7.3% | +7.4% |
| 30D | -8.9% | +5.3% | -14.1% | -8.4% |
| 3M | -41.9% | +3.1% | -45.1% | -41.8% |
| 6M | -40.6% | -16.5% | -24.1% | -39.0% |
| YTD | -14.2% | -9.2% | -5.0% | -13.5% |
| 1Y | +48.9% | -26.5% | +75.3% | +62.4% |
| All | +1,505.9% | +39.0% | +1,466.9% | +616.9% |
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