-28.2%
TLT vs ASTS
+537.8%
-566.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -0.4% | +7.3% | -7.8% | -0.4% |
| 30D | -0.6% | -8.9% | +8.3% | -0.6% |
| 3M | -2.7% | -41.9% | +39.2% | -2.7% |
| 6M | -5.6% | -40.6% | +35.0% | -5.6% |
| YTD | -2.8% | -14.2% | +11.4% | -2.8% |
| 1Y | -1.4% | +48.9% | -50.3% | -1.4% |
| 3Y | -1.6% | +1,461.7% | -1,463.2% | -1.9% |
| 5Y | -33.8% | +404.1% | -437.9% | -34.0% |
| All | -28.2% | +537.8% | -566.0% | -27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling