+62.2%
ASTS vs TRGP
+83.8%
-21.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.5% | +4.7% | +6.3% |
| 7D | +18.5% | -0.6% | +19.1% | +18.4% |
| 30D | -8.1% | +14.6% | -22.7% | -6.7% |
| 3M | -28.2% | +11.9% | -40.1% | -27.7% |
| 6M | -26.1% | +25.3% | -51.4% | -28.2% |
| YTD | -9.0% | +61.9% | -70.8% | -14.6% |
| 1Y | +62.2% | +87.3% | -25.1% | +63.1% |
| All | +62.2% | +83.8% | -21.7% | +63.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling