-28.5%
TLT vs ASTS
+209.1%
-237.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.8% |
| 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% | -4.3% |
| 3Y | +5.5% | +629.5% | -624.0% | +5.2% |
| 5Y | -34.7% | +147.7% | -182.4% | -34.8% |
| All | -28.5% | +209.1% | -237.6% | -27.6% |
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