+230.9%
ASTS vs TT
+344.0%
-113.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.4% | +4.7% | +5.8% |
| 7D | -21.1% | -2.0% | -19.1% | -19.9% |
| 30D | -46.7% | -14.0% | -32.7% | -42.2% |
| 3M | -52.0% | -15.9% | -36.1% | -47.3% |
| 6M | -54.3% | -17.3% | -36.9% | -49.5% |
| YTD | -55.5% | +4.0% | -59.4% | -56.3% |
| 1Y | -50.5% | -7.1% | -43.4% | -48.4% |
| 3Y | +706.2% | +90.2% | +616.0% | +496.1% |
| 5Y | +165.2% | +131.1% | +34.1% | +70.6% |
| All | +230.9% | +344.0% | -113.1% | +109.3% |
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