+653.1%
ASTS vs TFC
+84.5%
+568.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.0% | -13.2% | -13.9% |
| 7D | -29.9% | +1.1% | -30.9% | -30.5% |
| 30D | -52.2% | +7.8% | -59.9% | -54.6% |
| 3M | -55.8% | -4.8% | -51.1% | -54.6% |
| 6M | -52.7% | +1.8% | -54.5% | -54.3% |
| YTD | -58.4% | +4.4% | -62.8% | -60.5% |
| 1Y | -57.1% | +18.0% | -75.1% | -62.4% |
| All | +653.1% | +84.5% | +568.6% | +338.8% |
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