+576.8%
ASTS vs TRV
+220.2%
+356.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.0% | +7.1% | +6.3% |
| 7D | +18.5% | +0.5% | +18.0% | +18.4% |
| 30D | -8.1% | -4.9% | -3.2% | -7.4% |
| 3M | -28.2% | +23.7% | -51.9% | -31.0% |
| 6M | -26.1% | +20.3% | -46.4% | -28.7% |
| YTD | -9.0% | +27.1% | -36.0% | -13.1% |
| 1Y | +62.2% | +35.3% | +26.8% | +52.7% |
| 3Y | +1,621.9% | +139.8% | +1,482.1% | +1,341.6% |
| 5Y | +457.0% | +153.9% | +303.2% | +366.1% |
| All | +576.8% | +220.2% | +356.5% | +474.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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