-50.5%
ASTS vs TPR
+42.2%
-92.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.0% | +8.1% | +7.3% |
| 7D | -21.1% | +14.2% | -35.3% | -24.9% |
| 30D | -46.7% | +17.1% | -63.8% | -49.8% |
| 3M | -52.0% | -17.7% | -34.3% | -48.0% |
| 6M | -54.3% | -10.2% | -44.1% | -53.1% |
| YTD | -55.5% | +4.9% | -60.4% | -56.2% |
| 1Y | -50.5% | +36.1% | -86.6% | -62.1% |
| All | -50.5% | +42.2% | -92.7% | -62.1% |
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