-50.5%
ASTS vs TFC
+17.2%
-67.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.9% | +8.0% | +7.5% |
| 7D | -21.1% | +1.2% | -22.3% | -21.6% |
| 30D | -46.7% | +8.3% | -55.0% | -49.3% |
| 3M | -52.0% | -5.2% | -46.8% | -50.7% |
| 6M | -54.3% | -0.8% | -53.5% | -55.5% |
| YTD | -55.5% | +3.4% | -58.9% | -60.9% |
| 1Y | -50.5% | +17.0% | -67.5% | -68.0% |
| All | -50.5% | +17.2% | -67.7% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling