+6.5%
TLT vs ASTS
+636.6%
-630.1%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -15.2% | +15.4% | +0.2% |
| 7D | +0.5% | -29.9% | +30.4% | +0.6% |
| 30D | +6.0% | -52.2% | +58.2% | +6.1% |
| 3M | -0.9% | -55.8% | +54.9% | -0.9% |
| 6M | -2.6% | -52.7% | +50.1% | -2.5% |
| YTD | -3.1% | -58.4% | +55.3% | -3.0% |
| 1Y | -4.4% | -57.1% | +52.7% | -4.2% |
| All | +6.5% | +636.6% | -630.1% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling