+480.1%
ASTS vs TLN
+710.8%
-230.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.8% | -2.7% | -4.3% |
| 7D | +0.8% | +11.0% | -10.2% | -3.4% |
| 30D | -22.6% | +4.9% | -27.5% | -24.0% |
| 3M | -54.4% | +4.9% | -59.3% | -55.4% |
| 6M | -56.4% | +7.1% | -63.5% | -58.1% |
| YTD | -55.1% | +0.3% | -55.4% | -56.7% |
| 1Y | -46.9% | +5.9% | -52.8% | -49.7% |
| 3Y | +715.0% | +578.5% | +136.5% | +674.8% |
| All | +480.1% | +710.8% | -230.7% | +866.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling