-57.1%
ASTS vs TT
-8.9%
-48.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.4% | -10.8% | -11.7% |
| 7D | -29.9% | -9.0% | -20.9% | -24.3% |
| 30D | -52.2% | -17.6% | -34.5% | -44.6% |
| 3M | -55.8% | -18.7% | -37.2% | -48.2% |
| 6M | -52.7% | -17.4% | -35.3% | -46.1% |
| YTD | -58.4% | +1.5% | -60.0% | -60.6% |
| 1Y | -57.1% | -9.4% | -47.7% | -52.2% |
| All | -57.1% | -8.9% | -48.2% | -52.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling