-55.6%
ASTS vs TDY
+4.7%
-60.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.8% | +7.9% | +7.4% |
| 7D | +2.8% | +3.0% | -0.2% | -1.0% |
| 30D | -28.8% | +6.1% | -34.9% | -34.9% |
| 3M | -48.9% | -4.5% | -44.4% | -43.5% |
| 6M | -55.6% | +2.9% | -58.6% | -56.8% |
| All | -55.6% | +4.7% | -60.3% | -56.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling