+215.8%
ASTS vs TOST
-45.8%
+261.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.5% | -9.6% | -6.2% |
| 7D | -15.8% | +10.7% | -26.5% | -19.5% |
| 30D | -39.0% | +17.7% | -56.8% | -43.1% |
| 3M | -49.3% | +4.6% | -54.0% | -50.8% |
| 6M | -47.9% | +20.3% | -68.2% | -53.4% |
| YTD | -51.0% | -0.4% | -50.6% | -53.2% |
| 1Y | -49.2% | -0.8% | -48.4% | -51.4% |
| 3Y | +760.4% | +102.2% | +658.2% | +483.9% |
| 5Y | +185.6% | -41.3% | +226.9% | +132.5% |
| All | +215.8% | -45.8% | +261.6% | +147.7% |
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