-46.9%
ASTS vs TSCO
-33.2%
-13.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -5.6% |
| 7D | +0.8% | +0.3% | +0.6% | +0.8% |
| 30D | -22.6% | +11.3% | -34.0% | -21.9% |
| 3M | -54.4% | +1.5% | -55.9% | -54.3% |
| 6M | -56.4% | +24.0% | -80.4% | -55.3% |
| YTD | -55.1% | -25.7% | -29.4% | -55.2% |
| 1Y | -46.9% | -33.6% | -13.4% | -42.0% |
| All | -46.9% | -33.2% | -13.7% | -42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling