-46.9%
ASTS vs TPR
+29.2%
-76.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.5% |
| 7D | +0.8% | -0.3% | +1.1% | +1.0% |
| 30D | -22.6% | +15.1% | -37.7% | -26.5% |
| 3M | -54.4% | +3.5% | -57.9% | -55.1% |
| 6M | -56.4% | +0.4% | -56.9% | -58.3% |
| YTD | -55.1% | +4.6% | -59.7% | -55.1% |
| 1Y | -46.9% | +33.1% | -80.0% | -60.7% |
| All | -46.9% | +29.2% | -76.1% | -60.7% |
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