+1,505.9%
ASTS vs TRGP
+252.7%
+1,253.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | +7.3% | +0.8% | +6.6% | +7.0% |
| 30D | -8.9% | +11.5% | -20.4% | -12.8% |
| 3M | -41.9% | +9.0% | -50.9% | -44.6% |
| 6M | -40.6% | +20.5% | -61.1% | -46.2% |
| YTD | -14.2% | +59.5% | -73.7% | -32.0% |
| 1Y | +48.9% | +77.9% | -29.1% | +11.3% |
| All | +1,505.9% | +252.7% | +1,253.2% | +848.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling