-28.2%
TLT vs ASTS
+230.9%
-259.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.1% | -7.1% | 0.0% |
| 7D | +0.1% | -21.1% | +21.2% | +0.1% |
| 30D | +6.2% | -46.7% | +52.9% | +6.2% |
| 3M | +0.1% | -52.0% | +52.1% | +0.1% |
| 6M | -3.0% | -54.3% | +51.3% | -2.9% |
| YTD | -2.7% | -55.5% | +52.8% | -2.7% |
| 1Y | -4.8% | -50.5% | +45.6% | -4.8% |
| 3Y | +6.9% | +706.2% | -699.3% | +6.7% |
| 5Y | -34.5% | +165.2% | -199.7% | -34.6% |
| All | -28.2% | +230.9% | -259.1% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 10y: compounded portfolio wealth divided by compounded ASTS 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…
10y analysis · Full analysis span regression · 6 months rolling