-47.9%
ASTS vs TOST
+20.9%
-68.9%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.5% | -9.6% | -3.1% |
| 7D | -15.8% | +10.7% | -26.5% | -14.1% |
| 30D | -39.0% | +17.7% | -56.8% | -37.4% |
| 3M | -49.3% | +4.6% | -54.0% | -49.2% |
| 6M | -47.9% | +20.3% | -68.2% | -47.0% |
| All | -47.9% | +20.9% | -68.9% | -47.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling