+537.8%
ASTS vs TYL
+35.1%
+502.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +2.0% |
| 7D | +7.3% | -3.7% | +11.0% | +8.9% |
| 30D | -8.9% | +18.7% | -27.6% | -15.9% |
| 3M | -41.9% | +18.1% | -60.1% | -47.6% |
| 6M | -40.6% | -1.1% | -39.5% | -42.6% |
| YTD | -14.2% | -19.8% | +5.6% | -8.2% |
| 1Y | +48.9% | -34.3% | +83.2% | +78.1% |
| 3Y | +1,461.7% | -8.2% | +1,469.9% | +1,438.0% |
| 5Y | +404.1% | -25.4% | +429.5% | +429.6% |
| All | +537.8% | +35.1% | +502.6% | +577.7% |
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