+209.1%
ASTS vs TPR
+503.0%
-293.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +7.1% | -22.3% | -17.8% |
| 7D | -29.9% | +13.9% | -43.7% | -33.8% |
| 30D | -52.2% | +14.9% | -67.1% | -55.0% |
| 3M | -55.8% | -15.4% | -40.5% | -53.9% |
| 6M | -52.7% | -4.5% | -48.2% | -53.1% |
| YTD | -58.4% | +6.0% | -64.4% | -60.5% |
| 1Y | -57.1% | +24.3% | -81.4% | -61.6% |
| 3Y | +629.5% | +412.8% | +216.6% | +304.1% |
| 5Y | +147.7% | +258.4% | -110.7% | +47.8% |
| All | +209.1% | +503.0% | -293.9% | +81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling