+174.0%
ASTS vs TD
+101.6%
+72.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.6% | +7.6% | +7.7% |
| 7D | -21.1% | -1.7% | -19.4% | -19.4% |
| 30D | -46.7% | +8.2% | -54.9% | -51.1% |
| 3M | -52.0% | +1.7% | -53.7% | -52.7% |
| 6M | -54.3% | +14.2% | -68.5% | -60.2% |
| YTD | -55.5% | +32.8% | -88.2% | -66.6% |
| 1Y | -50.5% | +55.5% | -106.0% | -68.0% |
| 3Y | +706.2% | +129.6% | +576.6% | +246.0% |
| All | +174.0% | +101.6% | +72.3% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling