+209.1%
ASTS vs TYL
+59.7%
+149.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +1.7% | -16.9% | -15.9% |
| 7D | -29.9% | +15.1% | -45.0% | -34.0% |
| 30D | -52.2% | +30.1% | -82.2% | -57.3% |
| 3M | -55.8% | +40.4% | -96.2% | -62.4% |
| 6M | -52.7% | +31.3% | -84.0% | -60.1% |
| YTD | -58.4% | -5.2% | -53.2% | -58.9% |
| 1Y | -57.1% | -6.6% | -50.5% | -57.2% |
| 3Y | +629.5% | +3.4% | +626.1% | +581.4% |
| 5Y | +147.7% | -19.3% | +167.0% | +144.1% |
| All | +209.1% | +59.7% | +149.4% | +203.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling