+1,505.9%
ASTS vs TYL
-8.1%
+1,514.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +1.1% |
| 7D | +7.3% | -3.7% | +11.0% | +8.1% |
| 30D | -8.9% | +18.7% | -27.6% | -12.5% |
| 3M | -41.9% | +18.1% | -60.1% | -45.0% |
| 6M | -40.6% | -1.1% | -39.5% | -39.9% |
| YTD | -14.2% | -19.8% | +5.6% | -3.2% |
| 1Y | +48.9% | -34.3% | +83.2% | +92.0% |
| All | +1,505.9% | -8.1% | +1,514.1% | +1,461.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling