+167.7%
ASTS vs TOST
-46.1%
+213.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.6% | -14.6% | -15.0% |
| 7D | -29.9% | +11.6% | -41.5% | -33.1% |
| 30D | -52.2% | +16.2% | -68.4% | -55.1% |
| 3M | -55.8% | +1.0% | -56.9% | -56.5% |
| 6M | -52.7% | +23.2% | -75.9% | -58.1% |
| YTD | -58.4% | -1.0% | -57.4% | -60.2% |
| 1Y | -57.1% | -9.9% | -47.2% | -57.2% |
| 3Y | +629.5% | +101.0% | +528.4% | +396.4% |
| 5Y | +147.7% | -40.4% | +188.2% | +101.7% |
| All | +167.7% | -46.1% | +213.9% | +110.6% |
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