+537.8%
ASTS vs TMUS
+129.8%
+408.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.7% | +1.0% |
| 7D | +7.3% | +0.1% | +7.3% | +7.3% |
| 30D | -8.9% | +5.3% | -14.1% | -9.9% |
| 3M | -41.9% | +3.1% | -45.1% | -43.0% |
| 6M | -40.6% | -16.5% | -24.1% | -38.6% |
| YTD | -14.2% | -9.2% | -5.0% | -14.0% |
| 1Y | +48.9% | -26.5% | +75.3% | +60.0% |
| 3Y | +1,461.7% | +39.0% | +1,422.6% | +1,202.8% |
| 5Y | +404.1% | +40.4% | +363.8% | +316.9% |
| All | +537.8% | +129.8% | +408.0% | +413.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling