+48.9%
ASTS vs TOST
-20.0%
+68.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +7.3% | -3.4% | +10.8% | +7.7% |
| 30D | -8.9% | -2.4% | -6.4% | -8.8% |
| 3M | -41.9% | +34.6% | -76.5% | -44.2% |
| 6M | -40.6% | +15.2% | -55.8% | -42.9% |
| YTD | -14.2% | -4.4% | -9.8% | -13.9% |
| 1Y | +48.9% | -17.4% | +66.3% | +42.9% |
| All | +48.9% | -20.0% | +68.9% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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