+576.8%
ASTS vs TRGP
+779.3%
-202.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.5% | +4.7% | +5.9% |
| 7D | +18.5% | -0.6% | +19.1% | +18.6% |
| 30D | -8.1% | +14.6% | -22.7% | -9.9% |
| 3M | -28.2% | +11.9% | -40.1% | -29.7% |
| 6M | -26.1% | +25.3% | -51.4% | -28.9% |
| YTD | -9.0% | +61.9% | -70.8% | -15.6% |
| 1Y | +62.2% | +87.3% | -25.1% | +47.0% |
| 3Y | +1,621.9% | +268.0% | +1,353.9% | +1,351.3% |
| 5Y | +457.0% | +638.2% | -181.2% | +352.0% |
| All | +576.8% | +779.3% | -202.5% | +457.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 10y: compounded portfolio wealth divided by compounded TRGP 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…
10y analysis · Full analysis span regression · 6 months rolling