+174.0%
ASTS vs TSCO
-9.7%
+183.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.7% | +7.8% | +7.4% |
| 7D | -21.1% | +7.1% | -28.2% | -23.9% |
| 30D | -46.7% | +11.8% | -58.5% | -49.9% |
| 3M | -52.0% | +7.4% | -59.4% | -54.0% |
| 6M | -54.3% | +13.4% | -67.7% | -58.0% |
| YTD | -55.5% | -25.9% | -29.6% | -49.3% |
| 1Y | -50.5% | -29.9% | -20.6% | -41.8% |
| 3Y | +706.2% | -3.4% | +709.6% | +650.0% |
| All | +174.0% | -9.7% | +183.6% | +143.3% |
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