+244.8%
ASTS vs TRMB
+37.8%
+207.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.1% | -8.8% | -8.7% |
| 7D | -9.3% | -16.6% | +7.2% | -1.2% |
| 30D | -33.9% | -8.9% | -25.0% | -31.3% |
| 3M | -51.0% | -6.3% | -44.7% | -50.0% |
| 6M | -55.1% | -10.0% | -45.2% | -54.0% |
| YTD | -53.6% | -30.1% | -23.5% | -45.7% |
| 1Y | -51.0% | -31.3% | -19.7% | -41.6% |
| 3Y | +681.7% | +30.8% | +650.8% | +560.3% |
| 5Y | +182.4% | -35.9% | +218.3% | +217.1% |
| All | +244.8% | +37.8% | +207.0% | +278.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling