-49.2%
ASTS vs TPR
+20.9%
-70.0%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.5% | -7.7% | -5.4% |
| 7D | -15.8% | +12.6% | -28.4% | -19.8% |
| 30D | -39.0% | +7.1% | -46.2% | -40.8% |
| 3M | -49.3% | -19.4% | -30.0% | -45.0% |
| 6M | -47.9% | -9.7% | -38.2% | -47.4% |
| YTD | -51.0% | -1.0% | -49.9% | -51.8% |
| 1Y | -49.2% | +19.3% | -68.5% | -56.9% |
| All | -49.2% | +20.9% | -70.0% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling