+1,505.9%
ASTS vs TFC
+94.1%
+1,411.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +7.3% | +2.4% | +4.9% | +5.6% |
| 30D | -8.9% | -1.3% | -7.6% | -8.0% |
| 3M | -41.9% | +6.1% | -48.0% | -45.5% |
| 6M | -40.6% | +7.3% | -47.9% | -44.7% |
| YTD | -14.2% | +8.2% | -22.4% | -20.7% |
| 1Y | +48.9% | +14.4% | +34.4% | +32.1% |
| All | +1,505.9% | +94.1% | +1,411.8% | +677.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling