+277.6%
ASTS vs TRI
+83.7%
+193.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -3.8% | +17.9% | +14.5% |
| 7D | +1.5% | -11.4% | +12.9% | +2.6% |
| 30D | -27.6% | +4.9% | -32.5% | -28.8% |
| 3M | -48.7% | +7.0% | -55.8% | -50.0% |
| 6M | -50.8% | +18.2% | -69.0% | -53.8% |
| YTD | -49.2% | -14.8% | -34.4% | -46.7% |
| 1Y | -46.7% | -18.0% | -28.7% | -43.0% |
| 3Y | +793.2% | -12.0% | +805.2% | +796.3% |
| 5Y | +195.6% | -0.8% | +196.4% | +168.1% |
| All | +277.6% | +83.7% | +193.9% | +245.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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