+160.4%
ASTS vs TD
+101.4%
+59.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | +0.8% | +1.1% | -0.3% | -0.1% |
| 30D | -22.6% | +5.2% | -27.9% | -26.4% |
| 3M | -54.4% | +1.2% | -55.6% | -54.8% |
| 6M | -56.4% | +17.7% | -74.2% | -63.2% |
| YTD | -55.1% | +34.2% | -89.3% | -66.6% |
| 1Y | -46.9% | +55.4% | -102.4% | -65.7% |
| 3Y | +715.0% | +130.4% | +584.6% | +249.4% |
| All | +160.4% | +101.4% | +59.0% | +34.6% |
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