+244.8%
ASTS vs TDY
+95.4%
+149.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.4% | -9.1% | -8.9% |
| 7D | -9.3% | -2.6% | -6.7% | -7.4% |
| 30D | -33.9% | +5.3% | -39.2% | -35.2% |
| 3M | -51.0% | -6.4% | -44.6% | -48.9% |
| 6M | -55.1% | +4.0% | -59.1% | -55.2% |
| YTD | -53.6% | +26.5% | -80.1% | -57.0% |
| 1Y | -51.0% | +24.2% | -75.2% | -53.9% |
| 3Y | +681.7% | +68.8% | +612.9% | +554.2% |
| 5Y | +182.4% | +45.9% | +136.5% | +147.2% |
| All | +244.8% | +95.4% | +149.4% | +196.6% |
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