+537.8%
ASTS vs TKO
+263.2%
+274.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.7% |
| 7D | +7.3% | +0.7% | +6.6% | +7.2% |
| 30D | -8.9% | +1.6% | -10.5% | -9.3% |
| 3M | -41.9% | -7.8% | -34.1% | -40.7% |
| 6M | -40.6% | -13.3% | -27.3% | -38.6% |
| YTD | -14.2% | -10.3% | -3.9% | -12.5% |
| 1Y | +48.9% | -0.6% | +49.5% | +48.1% |
| 3Y | +1,461.7% | +88.5% | +1,373.2% | +1,267.7% |
| 5Y | +404.1% | +284.7% | +119.4% | +284.6% |
| All | +537.8% | +263.2% | +274.6% | +390.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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