+277.6%
ASTS vs TT
+364.8%
-87.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +4.7% | +9.4% | +11.5% |
| 7D | +1.5% | +1.7% | -0.2% | +1.2% |
| 30D | -27.6% | -11.8% | -15.8% | -22.3% |
| 3M | -48.7% | -12.6% | -36.1% | -44.8% |
| 6M | -50.8% | -9.4% | -41.5% | -48.2% |
| YTD | -49.2% | +8.8% | -58.0% | -51.3% |
| 1Y | -46.7% | -2.5% | -44.2% | -45.7% |
| 3Y | +793.2% | +95.7% | +697.6% | +551.0% |
| 5Y | +195.6% | +135.7% | +59.9% | +86.3% |
| All | +277.6% | +364.8% | -87.2% | +133.5% |
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