+230.9%
ASTS vs TPR
+496.8%
-265.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.0% | +8.1% | +7.4% |
| 7D | -21.1% | +14.2% | -35.3% | -25.6% |
| 30D | -46.7% | +17.1% | -63.8% | -50.2% |
| 3M | -52.0% | -17.7% | -34.3% | -49.4% |
| 6M | -54.3% | -10.2% | -44.1% | -53.6% |
| YTD | -55.5% | +4.9% | -60.4% | -57.6% |
| 1Y | -50.5% | +36.1% | -86.6% | -57.2% |
| 3Y | +706.2% | +416.5% | +289.8% | +345.7% |
| 5Y | +165.2% | +254.8% | -89.6% | +58.8% |
| All | +230.9% | +496.8% | -265.9% | +94.9% |
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 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