+1,539.7%
ASTS vs TRV
+141.7%
+1,398.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.4% |
| 7D | +7.3% | -0.1% | +7.5% | +7.3% |
| 30D | -8.9% | -3.4% | -5.5% | -8.6% |
| 3M | -41.9% | +26.4% | -68.3% | -43.5% |
| 6M | -40.6% | +19.3% | -59.9% | -41.8% |
| YTD | -14.2% | +28.3% | -42.5% | -16.7% |
| 1Y | +48.9% | +34.3% | +14.6% | +43.1% |
| All | +1,539.7% | +141.7% | +1,398.0% | +1,445.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling