+706.2%
ASTS vs TSLQ
-96.3%
+802.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -8.4% | +15.4% | +4.5% |
| 7D | -21.1% | +19.7% | -40.8% | -15.3% |
| 30D | -46.7% | +4.1% | -50.8% | -44.6% |
| 3M | -52.0% | -30.9% | -21.1% | -54.6% |
| 6M | -54.3% | -13.6% | -40.6% | -50.4% |
| YTD | -55.5% | -2.6% | -52.9% | -48.4% |
| 1Y | -50.5% | -10.4% | -40.0% | -42.7% |
| 3Y | +706.2% | -96.4% | +802.6% | +564.6% |
| All | +706.2% | -96.3% | +802.5% | +564.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 3y: compounded portfolio wealth divided by compounded TSLQ 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…
3y analysis · Full analysis span regression · 6 months rolling