+48.9%
ASTS vs TLN
-17.2%
+66.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.8% | -3.5% | -1.6% |
| 7D | +7.3% | +7.1% | +0.3% | +3.7% |
| 30D | -8.9% | -3.9% | -5.0% | -6.9% |
| 3M | -41.9% | -16.2% | -25.8% | -37.6% |
| 6M | -40.6% | -5.8% | -34.8% | -39.8% |
| YTD | -14.2% | -15.4% | +1.2% | -12.7% |
| 1Y | +48.9% | -16.7% | +65.5% | +56.4% |
| All | +48.9% | -17.2% | +66.0% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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