+576.8%
ASTS vs TRMB
+47.9%
+528.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.2% | +7.3% | +6.7% |
| 7D | +18.5% | -0.3% | +18.8% | +18.6% |
| 30D | -8.1% | -1.2% | -6.9% | -7.9% |
| 3M | -28.2% | +9.6% | -37.8% | -32.9% |
| 6M | -26.1% | -16.1% | -10.0% | -20.2% |
| YTD | -9.0% | -25.0% | +16.0% | +3.7% |
| 1Y | +62.2% | -27.7% | +89.9% | +89.8% |
| 3Y | +1,621.9% | +15.3% | +1,606.6% | +1,447.5% |
| 5Y | +457.0% | -37.4% | +494.4% | +516.4% |
| All | +576.8% | +47.9% | +528.8% | +622.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TRMB 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling