+653.1%
ASTS vs TPR
+412.6%
+240.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +7.1% | -22.3% | -18.8% |
| 7D | -29.9% | +13.9% | -43.7% | -35.3% |
| 30D | -52.2% | +14.9% | -67.1% | -56.1% |
| 3M | -55.8% | -15.4% | -40.5% | -52.8% |
| 6M | -52.7% | -4.5% | -48.2% | -53.4% |
| YTD | -58.4% | +6.0% | -64.4% | -61.9% |
| 1Y | -57.1% | +24.3% | -81.4% | -64.4% |
| All | +653.1% | +412.6% | +240.5% | +197.5% |
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