-7.0%
TLT vs ASTS
-49.1%
+42.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | -0.4% |
| 7D | -3.1% | +0.8% | -3.9% | -3.1% |
| 30D | +1.0% | -22.6% | +23.7% | +1.2% |
| 3M | -2.7% | -54.4% | +51.7% | -2.2% |
| 6M | -4.1% | -56.4% | +52.3% | -3.5% |
| YTD | -5.4% | -55.1% | +49.8% | -4.8% |
| 1Y | -7.0% | -46.9% | +39.9% | -6.8% |
| All | -7.0% | -49.1% | +42.1% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling