+1,522.7%
ASTS vs TSLQ
-95.5%
+1,618.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +12.0% | -11.7% | +3.8% |
| 7D | +7.3% | -5.8% | +13.1% | +6.1% |
| 30D | -8.9% | -22.1% | +13.2% | -14.0% |
| 3M | -41.9% | +10.1% | -52.0% | -36.1% |
| 6M | -40.6% | -6.8% | -33.8% | -35.2% |
| YTD | -14.2% | +8.5% | -22.7% | -0.8% |
| 1Y | +48.9% | -49.7% | +98.6% | +47.6% |
| All | +1,522.7% | -95.5% | +1,618.2% | +1,210.3% |
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