+233.7%
ASTS vs TRU
+1.3%
+232.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.6% | -5.6% |
| 7D | +0.8% | 0.0% | +0.8% | +1.0% |
| 30D | -22.6% | +21.3% | -43.9% | -29.5% |
| 3M | -54.4% | +0.2% | -54.7% | -55.4% |
| 6M | -56.4% | +22.4% | -78.8% | -61.9% |
| YTD | -55.1% | -4.8% | -50.3% | -56.8% |
| 1Y | -46.9% | -0.2% | -46.8% | -49.9% |
| 3Y | +715.0% | +57.9% | +657.1% | +513.9% |
| 5Y | +153.7% | -26.1% | +179.8% | +140.3% |
| All | +233.7% | +1.3% | +232.4% | +203.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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