+230.9%
ASTS vs TRV
+247.3%
-16.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.9% | +9.0% | +7.3% |
| 7D | -21.1% | -0.3% | -20.8% | -21.1% |
| 30D | -46.7% | +9.6% | -56.3% | -47.5% |
| 3M | -52.0% | +2.7% | -54.7% | -52.3% |
| 6M | -54.3% | +32.0% | -86.3% | -56.6% |
| YTD | -55.5% | +37.8% | -93.3% | -58.1% |
| 1Y | -50.5% | +45.2% | -95.7% | -53.9% |
| 3Y | +706.2% | +145.3% | +561.0% | +573.3% |
| 5Y | +165.2% | +172.3% | -7.1% | +119.1% |
| All | +230.9% | +247.3% | -16.4% | +176.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling