+653.1%
ASTS vs TLN
+496.7%
+156.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.2% | -12.0% | -13.8% |
| 7D | -29.9% | -9.4% | -20.5% | -26.7% |
| 30D | -52.2% | -15.2% | -36.9% | -48.6% |
| 3M | -55.8% | -4.1% | -51.7% | -55.1% |
| 6M | -52.7% | -17.8% | -34.9% | -49.2% |
| YTD | -58.4% | -15.6% | -42.8% | -56.9% |
| 1Y | -57.1% | -21.6% | -35.5% | -54.0% |
| All | +653.1% | +496.7% | +156.5% | +469.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling