+512.7%
ASTS vs TDY
+82.6%
+430.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.7% |
| 7D | -3.9% | -1.1% | -2.8% | -3.3% |
| 30D | -19.4% | -12.0% | -7.4% | -13.6% |
| 3M | -38.6% | -3.2% | -35.4% | -37.2% |
| 6M | -32.1% | -7.9% | -24.3% | -27.9% |
| YTD | -17.6% | +18.2% | -35.8% | -21.2% |
| 1Y | +56.0% | +6.7% | +49.4% | +56.6% |
| 3Y | +1,438.8% | +47.5% | +1,391.3% | +1,261.9% |
| 5Y | +412.9% | +39.5% | +373.4% | +361.3% |
| All | +512.7% | +82.6% | +430.1% | +443.3% |
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