+452.4%
ASTS vs TOST
-48.0%
+500.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +7.3% | -3.4% | +10.8% | +8.8% |
| 30D | -8.9% | -2.4% | -6.4% | -8.4% |
| 3M | -41.9% | +34.6% | -76.5% | -48.8% |
| 6M | -40.6% | +15.2% | -55.8% | -45.6% |
| YTD | -14.2% | -4.4% | -9.8% | -16.3% |
| 1Y | +48.9% | -17.4% | +66.3% | +54.0% |
| 3Y | +1,461.7% | +54.5% | +1,407.2% | +1,095.8% |
| All | +452.4% | -48.0% | +500.4% | +343.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling