+277.6%
ASTS vs TYL
+55.2%
+222.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -0.6% | +14.7% | +14.3% |
| 7D | +1.5% | +3.5% | -2.0% | -0.2% |
| 30D | -27.6% | +26.9% | -54.5% | -35.0% |
| 3M | -48.7% | +33.8% | -82.6% | -55.5% |
| 6M | -50.8% | +28.8% | -79.7% | -58.1% |
| YTD | -49.2% | -7.9% | -41.3% | -49.3% |
| 1Y | -46.7% | -9.8% | -36.9% | -46.1% |
| 3Y | +793.2% | +1.2% | +792.0% | +738.9% |
| 5Y | +195.6% | -22.8% | +218.4% | +195.0% |
| All | +277.6% | +55.2% | +222.4% | +274.2% |
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