+537.8%
ASTS vs TSEM
+904.7%
-366.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.8% | -7.6% | -3.3% |
| 7D | +7.3% | +6.9% | +0.4% | +4.1% |
| 30D | -8.9% | +5.3% | -14.2% | -11.4% |
| 3M | -41.9% | -14.9% | -27.0% | -39.6% |
| 6M | -40.6% | +80.0% | -120.6% | -57.4% |
| YTD | -14.2% | +89.4% | -103.6% | -40.8% |
| 1Y | +48.9% | +253.1% | -204.2% | -23.6% |
| 3Y | +1,461.7% | +642.1% | +819.5% | +470.5% |
| 5Y | +404.1% | +659.1% | -255.0% | +84.1% |
| All | +537.8% | +904.7% | -366.9% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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