+537.8%
ASTS vs TDY
+84.7%
+453.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | 0.0% |
| 7D | +7.3% | -1.8% | +9.2% | +8.4% |
| 30D | -8.9% | -10.7% | +1.8% | -3.0% |
| 3M | -41.9% | -1.3% | -40.6% | -41.0% |
| 6M | -40.6% | -10.6% | -30.0% | -36.0% |
| YTD | -14.2% | +19.6% | -33.8% | -18.5% |
| 1Y | +48.9% | +11.6% | +37.2% | +46.5% |
| 3Y | +1,461.7% | +45.2% | +1,416.4% | +1,287.5% |
| 5Y | +404.1% | +36.1% | +368.1% | +352.8% |
| All | +537.8% | +84.7% | +453.1% | +462.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling