+537.8%
ASTS vs TPR
+448.9%
+88.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +7.3% | -2.7% | +10.0% | +8.5% |
| 30D | -8.9% | -23.3% | +14.4% | -0.2% |
| 3M | -41.9% | -12.8% | -29.1% | -39.8% |
| 6M | -40.6% | -21.7% | -18.9% | -35.6% |
| YTD | -14.2% | -3.9% | -10.3% | -14.6% |
| 1Y | +48.9% | +16.9% | +31.9% | +38.8% |
| 3Y | +1,461.7% | +289.8% | +1,171.9% | +858.5% |
| 5Y | +404.1% | +241.9% | +162.2% | +214.4% |
| All | +537.8% | +448.9% | +88.8% | +292.9% |
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 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