+475.3%
ASTS vs TLN
+630.2%
-155.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +7.1% | 0.0% | +4.0% |
| 7D | -21.1% | -1.3% | -19.8% | -20.5% |
| 30D | -46.7% | -10.5% | -36.2% | -44.2% |
| 3M | -52.0% | +0.1% | -52.1% | -52.1% |
| 6M | -54.3% | -17.4% | -36.9% | -51.2% |
| YTD | -55.5% | -9.7% | -45.8% | -55.2% |
| 1Y | -50.5% | -12.3% | -38.2% | -49.4% |
| 3Y | +706.2% | +528.3% | +178.0% | +714.5% |
| All | +475.3% | +630.2% | -155.0% | +900.2% |
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 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