+537.8%
ASTS vs TT
+395.0%
+142.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | -0.2% |
| 7D | +7.3% | 0.0% | +7.3% | +7.3% |
| 30D | -8.9% | -7.2% | -1.7% | -5.2% |
| 3M | -41.9% | -3.0% | -39.0% | -41.3% |
| 6M | -40.6% | +1.4% | -41.9% | -40.9% |
| YTD | -14.2% | +15.9% | -30.1% | -20.6% |
| 1Y | +48.9% | +9.4% | +39.4% | +42.5% |
| 3Y | +1,461.7% | +124.4% | +1,337.3% | +962.8% |
| 5Y | +404.1% | +138.0% | +266.1% | +207.7% |
| All | +537.8% | +395.0% | +142.8% | +280.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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