-46.5%
ASTS vs TLN
+3.1%
-49.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.1% | -7.9% | -6.9% |
| 7D | +14.2% | +22.3% | -8.0% | +3.4% |
| 30D | -26.7% | +1.2% | -27.9% | -27.2% |
| 3M | -53.6% | +5.9% | -59.5% | -55.3% |
| 6M | -52.7% | +3.2% | -55.9% | -54.5% |
| YTD | -52.5% | +3.2% | -55.7% | -57.1% |
| 1Y | -46.5% | +5.2% | -51.7% | -52.2% |
| All | -46.5% | +3.1% | -49.6% | -52.2% |
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