+160.4%
ASTS vs TRGP
+504.4%
-344.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.9% | -5.7% |
| 7D | +0.8% | +12.4% | -11.5% | -4.3% |
| 30D | -22.6% | +2.6% | -25.3% | -23.4% |
| 3M | -54.4% | +11.9% | -66.3% | -56.9% |
| 6M | -56.4% | +13.9% | -70.3% | -59.9% |
| YTD | -55.1% | +64.2% | -119.3% | -66.2% |
| 1Y | -46.9% | +78.5% | -125.4% | -61.7% |
| 3Y | +715.0% | +272.9% | +442.1% | +275.8% |
| All | +160.4% | +504.4% | -344.0% | -14.3% |
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