+230.9%
ASTS vs TSCO
+113.5%
+117.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.7% | +7.8% | +7.3% |
| 7D | -21.1% | +7.1% | -28.2% | -23.2% |
| 30D | -46.7% | +11.8% | -58.5% | -49.1% |
| 3M | -52.0% | +7.4% | -59.4% | -53.5% |
| 6M | -54.3% | +13.4% | -67.7% | -57.0% |
| YTD | -55.5% | -25.9% | -29.6% | -51.3% |
| 1Y | -50.5% | -29.9% | -20.6% | -44.6% |
| 3Y | +706.2% | -3.4% | +709.6% | +696.2% |
| 5Y | +165.2% | -9.4% | +174.6% | +166.4% |
| All | +230.9% | +113.5% | +117.4% | +211.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling