+551.6%
ASTS vs TLN
+716.6%
-165.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +4.9% | +3.8% | +6.6% |
| 7D | +2.8% | +15.9% | -13.1% | -3.0% |
| 30D | -28.8% | -0.3% | -28.6% | -28.5% |
| 3M | -48.9% | +5.8% | -54.7% | -50.2% |
| 6M | -55.6% | -1.2% | -54.4% | -56.0% |
| YTD | -49.6% | +1.0% | -50.6% | -51.5% |
| 1Y | -46.1% | +1.1% | -47.2% | -47.9% |
| 3Y | +749.7% | +591.7% | +157.9% | +712.7% |
| All | +551.6% | +716.6% | -165.0% | +982.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling