+653.1%
ASTS vs TRMB
+26.2%
+626.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.1% | -14.1% | -14.6% |
| 7D | -29.9% | -17.9% | -12.0% | -22.9% |
| 30D | -52.2% | -12.0% | -40.2% | -49.4% |
| 3M | -55.8% | -8.4% | -47.4% | -54.5% |
| 6M | -52.7% | -21.5% | -31.2% | -46.6% |
| YTD | -58.4% | -31.5% | -26.9% | -48.4% |
| 1Y | -57.1% | -33.4% | -23.7% | -45.1% |
| All | +653.1% | +26.2% | +626.9% | +383.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling