+147.7%
ASTS vs TMUS
+37.3%
+110.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.9% | -16.1% | -15.4% |
| 7D | -29.9% | +9.0% | -38.9% | -31.2% |
| 30D | -52.2% | -3.2% | -48.9% | -51.9% |
| 3M | -55.8% | -6.9% | -48.9% | -55.3% |
| 6M | -52.7% | -16.4% | -36.3% | -51.2% |
| YTD | -58.4% | -19.6% | -38.8% | -57.2% |
| 1Y | -57.1% | -19.9% | -37.2% | -56.0% |
| 3Y | +629.5% | +14.5% | +615.0% | +423.9% |
| 5Y | +147.7% | +37.7% | +110.1% | +51.1% |
| All | +147.7% | +37.3% | +110.4% | +51.1% |
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