+59.4%
ASTS vs TDG
-14.3%
+73.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.1% |
| 7D | -3.6% | -2.7% | -0.9% | -2.6% |
| 30D | -16.4% | -9.3% | -7.1% | -13.4% |
| 3M | -31.4% | -7.1% | -24.3% | -29.4% |
| 6M | -31.6% | -11.2% | -20.4% | -29.4% |
| YTD | -17.5% | -15.3% | -2.3% | -19.3% |
| 1Y | +59.4% | -12.5% | +71.9% | +61.6% |
| All | +59.4% | -14.3% | +73.7% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 1y: compounded portfolio wealth divided by compounded TDG 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…
1y analysis · Full analysis span regression · 6 months rolling