+147.7%
ASTS vs TPR
+255.9%
-108.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +7.1% | -22.3% | -19.7% |
| 7D | -29.9% | +13.9% | -43.7% | -36.6% |
| 30D | -52.2% | +14.9% | -67.1% | -57.1% |
| 3M | -55.8% | -15.4% | -40.5% | -52.5% |
| 6M | -52.7% | -4.5% | -48.2% | -53.9% |
| YTD | -58.4% | +6.0% | -64.4% | -63.0% |
| 1Y | -57.1% | +24.3% | -81.4% | -66.0% |
| 3Y | +629.5% | +412.8% | +216.6% | +85.2% |
| 5Y | +147.7% | +258.4% | -110.7% | -26.9% |
| All | +147.7% | +255.9% | -108.2% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling