+174.0%
ASTS vs TMUS
+38.7%
+135.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.9% | +6.2% | +6.9% |
| 7D | -21.1% | +3.6% | -24.6% | -21.7% |
| 30D | -46.7% | -3.4% | -43.3% | -46.3% |
| 3M | -52.0% | -9.5% | -42.5% | -51.1% |
| 6M | -54.3% | -15.2% | -39.1% | -53.0% |
| YTD | -55.5% | -18.9% | -36.6% | -54.3% |
| 1Y | -50.5% | -17.7% | -32.8% | -49.8% |
| 3Y | +706.2% | +15.6% | +690.6% | +478.4% |
| All | +174.0% | +38.7% | +135.3% | +70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling