+431.2%
ASTS vs TRV
+156.1%
+275.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.6% |
| 7D | +7.3% | -0.1% | +7.5% | +7.4% |
| 30D | -8.9% | -3.4% | -5.5% | -8.1% |
| 3M | -41.9% | +26.4% | -68.3% | -46.2% |
| 6M | -40.6% | +19.3% | -59.9% | -43.9% |
| YTD | -14.2% | +28.3% | -42.5% | -21.0% |
| 1Y | +48.9% | +34.3% | +14.6% | +34.4% |
| 3Y | +1,461.7% | +140.1% | +1,321.5% | +965.5% |
| All | +431.2% | +156.1% | +275.1% | +254.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling