+233.7%
ASTS vs TDY
+94.7%
+139.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.9% | -5.2% |
| 7D | +0.8% | +4.1% | -3.2% | -1.2% |
| 30D | -22.6% | +5.7% | -28.4% | -24.3% |
| 3M | -54.4% | -4.4% | -50.0% | -52.9% |
| 6M | -56.4% | +1.2% | -57.6% | -56.0% |
| YTD | -55.1% | +26.0% | -81.2% | -58.2% |
| 1Y | -46.9% | +27.4% | -74.3% | -50.5% |
| 3Y | +715.0% | +67.5% | +647.5% | +585.1% |
| 5Y | +153.7% | +44.9% | +108.8% | +122.8% |
| All | +233.7% | +94.7% | +139.0% | +187.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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