+244.8%
ASTS vs TSCO
+120.3%
+124.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.3% | -8.9% | -8.8% |
| 7D | -9.3% | +6.8% | -16.2% | -11.3% |
| 30D | -33.9% | +11.3% | -45.2% | -36.6% |
| 3M | -51.0% | +9.1% | -60.1% | -52.7% |
| 6M | -55.1% | +24.2% | -79.3% | -59.1% |
| YTD | -53.6% | -23.5% | -30.1% | -49.7% |
| 1Y | -51.0% | -30.8% | -20.2% | -44.7% |
| 3Y | +681.7% | +0.1% | +681.6% | +663.6% |
| 5Y | +182.4% | -5.3% | +187.7% | +180.5% |
| All | +244.8% | +120.3% | +124.6% | +221.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 10y: compounded portfolio wealth divided by compounded TSCO 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…
10y analysis · Full analysis span regression · 6 months rolling