+69.1%
ASTS vs TDY
+9.2%
+59.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.6% | -4.0% | -2.8% |
| 7D | 0.0% | -1.8% | +1.9% | +3.2% |
| 30D | -9.2% | -13.8% | +4.5% | +17.0% |
| 3M | -29.6% | -3.9% | -25.8% | -24.0% |
| 6M | -30.5% | -9.0% | -21.5% | -16.6% |
| YTD | -14.1% | +16.5% | -30.6% | -29.3% |
| 1Y | +69.1% | +9.3% | +59.8% | +58.9% |
| All | +69.1% | +9.2% | +59.9% | +58.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling