+1,522.7%
ASTS vs TDG
+53.2%
+1,469.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +7.3% | -2.0% | +9.4% | +8.4% |
| 30D | -8.9% | -7.4% | -1.5% | -5.7% |
| 3M | -41.9% | -5.4% | -36.5% | -40.5% |
| 6M | -40.6% | -11.6% | -29.0% | -37.5% |
| YTD | -14.2% | -12.6% | -1.6% | -10.5% |
| 1Y | +48.9% | -9.3% | +58.2% | +52.1% |
| All | +1,522.7% | +53.2% | +1,469.5% | +1,050.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling