+815.5%
ASTS vs TPR
+407.3%
+408.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.7% | +10.4% | +9.6% |
| 7D | +2.8% | +6.4% | -3.6% | -1.2% |
| 30D | -28.8% | +13.8% | -42.6% | -34.4% |
| 3M | -48.9% | -16.6% | -32.2% | -44.8% |
| 6M | -55.6% | +0.7% | -56.3% | -57.8% |
| YTD | -49.6% | +5.3% | -54.9% | -53.7% |
| 1Y | -46.1% | +32.4% | -78.4% | -57.0% |
| All | +815.5% | +407.3% | +408.2% | +244.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling