-50.5%
ASTS vs TYL
-9.6%
-40.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.3% | +9.3% | +6.3% |
| 7D | -21.1% | +6.7% | -27.7% | -19.2% |
| 30D | -46.7% | +26.5% | -73.2% | -42.6% |
| 3M | -52.0% | +37.3% | -89.3% | -47.0% |
| 6M | -54.3% | +31.2% | -85.4% | -49.4% |
| YTD | -55.5% | -7.4% | -48.1% | -51.1% |
| 1Y | -50.5% | -9.6% | -40.9% | -44.9% |
| All | -50.5% | -9.6% | -40.9% | -44.9% |
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