-46.3%
ASTS vs TFC
+16.9%
-63.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +1.9% | +12.2% | +13.0% |
| 7D | +1.5% | +0.3% | +1.2% | +1.6% |
| 30D | -27.6% | +9.2% | -36.8% | -31.2% |
| 3M | -48.7% | -2.9% | -45.8% | -48.0% |
| 6M | -50.8% | +3.5% | -54.3% | -54.0% |
| YTD | -49.2% | +5.4% | -54.6% | -55.7% |
| All | -46.3% | +16.9% | -63.3% | -63.1% |
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