+576.8%
ASTS vs TSCO
+107.3%
+469.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.9% | +5.3% | +5.8% |
| 7D | +18.5% | +1.7% | +16.8% | +17.8% |
| 30D | -8.1% | +2.8% | -10.9% | -9.1% |
| 3M | -28.2% | +17.9% | -46.1% | -32.5% |
| 6M | -26.1% | -28.6% | +2.5% | -16.6% |
| YTD | -9.0% | -28.0% | +19.1% | +1.3% |
| 1Y | +62.2% | -39.9% | +102.0% | +94.2% |
| 3Y | +1,621.9% | -14.0% | +1,635.9% | +1,681.7% |
| 5Y | +457.0% | -2.9% | +459.9% | +461.8% |
| All | +576.8% | +107.3% | +469.5% | +546.5% |
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