+576.8%
ASTS vs TRI
+67.6%
+509.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -6.5% | +12.6% | +7.1% |
| 7D | +18.5% | -7.1% | +25.6% | +19.6% |
| 30D | -8.1% | -2.3% | -5.8% | -8.2% |
| 3M | -28.2% | +19.6% | -47.7% | -32.0% |
| 6M | -26.1% | -8.7% | -17.4% | -25.1% |
| YTD | -9.0% | -22.3% | +13.3% | -2.2% |
| 1Y | +62.2% | -40.7% | +102.8% | +96.3% |
| 3Y | +1,621.9% | -17.8% | +1,639.6% | +1,648.5% |
| 5Y | +457.0% | -8.5% | +465.5% | +416.6% |
| All | +576.8% | +67.6% | +509.1% | +534.4% |
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