+457.0%
ASTS vs TSCO
-2.4%
+459.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.9% | +5.3% | +5.7% |
| 7D | +18.5% | +1.7% | +16.8% | +17.6% |
| 30D | -8.1% | +2.8% | -10.9% | -9.4% |
| 3M | -28.2% | +17.9% | -46.1% | -34.1% |
| 6M | -26.1% | -28.6% | +2.5% | -12.3% |
| YTD | -9.0% | -28.0% | +19.1% | +5.6% |
| 1Y | +62.2% | -39.9% | +102.0% | +109.7% |
| 3Y | +1,621.9% | -14.0% | +1,635.9% | +1,638.8% |
| 5Y | +457.0% | -2.9% | +459.9% | +438.8% |
| All | +457.0% | -2.4% | +459.4% | +438.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling