-49.2%
ASTS vs TYL
-10.1%
-39.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.7% | -8.8% | -2.6% |
| 7D | -15.8% | +17.3% | -33.1% | -11.3% |
| 30D | -39.0% | +28.9% | -67.9% | -34.0% |
| 3M | -49.3% | +35.1% | -84.4% | -44.2% |
| 6M | -47.9% | +29.3% | -77.3% | -42.2% |
| YTD | -51.0% | -6.8% | -44.2% | -46.8% |
| 1Y | -49.2% | -9.9% | -39.2% | -44.8% |
| All | -49.2% | -10.1% | -39.1% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 1y: compounded portfolio wealth divided by compounded TYL 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…
1y analysis · Full analysis span regression · 6 months rolling