+274.8%
ASTS vs TD
+187.8%
+87.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.3% | +8.4% | +8.5% |
| 7D | +2.8% | -3.1% | +5.9% | +5.0% |
| 30D | -28.8% | +6.7% | -35.5% | -31.1% |
| 3M | -48.9% | +3.1% | -52.0% | -49.5% |
| 6M | -55.6% | +17.6% | -73.3% | -59.0% |
| YTD | -49.6% | +34.8% | -84.4% | -56.2% |
| 1Y | -46.1% | +55.6% | -101.7% | -55.9% |
| 3Y | +749.7% | +133.1% | +616.5% | +481.7% |
| 5Y | +193.2% | +104.7% | +88.5% | +111.4% |
| All | +274.8% | +187.8% | +87.0% | +165.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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