+264.6%
ASTS vs TYL
+57.1%
+207.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.7% | -8.8% | -5.9% |
| 7D | -15.8% | +17.3% | -33.1% | -21.2% |
| 30D | -39.0% | +28.9% | -67.9% | -45.4% |
| 3M | -49.3% | +35.1% | -84.4% | -56.1% |
| 6M | -47.9% | +29.3% | -77.3% | -55.7% |
| YTD | -51.0% | -6.8% | -44.2% | -51.2% |
| 1Y | -49.2% | -9.9% | -39.2% | -48.3% |
| 3Y | +760.4% | +1.7% | +758.7% | +709.8% |
| 5Y | +185.6% | -21.6% | +207.2% | +184.3% |
| All | +264.6% | +57.1% | +207.5% | +260.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling