+537.8%
ASTS vs TPR
+448.9%
+88.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +7.3% | -2.3% | +9.6% | +8.3% |
| 30D | -8.9% | -23.0% | +14.1% | -0.3% |
| 3M | -41.9% | -12.5% | -29.5% | -39.9% |
| 6M | -40.6% | -21.4% | -19.2% | -35.7% |
| YTD | -14.2% | -3.5% | -10.7% | -14.7% |
| 1Y | +48.9% | +17.4% | +31.5% | +38.6% |
| 3Y | +1,461.7% | +291.3% | +1,170.4% | +856.9% |
| 5Y | +404.1% | +241.9% | +162.2% | +214.0% |
| All | +537.8% | +448.9% | +88.8% | +292.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling