+431.2%
ASTS vs TYL
-25.2%
+456.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +2.3% |
| 7D | +7.3% | -3.7% | +11.0% | +9.2% |
| 30D | -8.9% | +18.7% | -27.6% | -17.4% |
| 3M | -41.9% | +18.1% | -60.1% | -48.9% |
| 6M | -40.6% | -1.1% | -39.5% | -42.9% |
| YTD | -14.2% | -19.8% | +5.6% | -5.9% |
| 1Y | +48.9% | -34.3% | +83.2% | +89.8% |
| 3Y | +1,461.7% | -8.2% | +1,469.9% | +1,374.3% |
| All | +431.2% | -25.2% | +456.4% | +526.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling