+174.0%
ASTS vs TRGP
+415.2%
-241.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.7% | +9.7% | +8.2% |
| 7D | -21.1% | -16.0% | -5.1% | -14.5% |
| 30D | -46.7% | -6.4% | -40.2% | -45.0% |
| 3M | -52.0% | -1.0% | -51.0% | -52.3% |
| 6M | -54.3% | +7.0% | -61.2% | -56.9% |
| YTD | -55.5% | +46.1% | -101.6% | -64.7% |
| 1Y | -50.5% | +58.7% | -109.2% | -62.3% |
| 3Y | +706.2% | +221.9% | +484.4% | +299.4% |
| All | +174.0% | +415.2% | -241.2% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling