+431.2%
ASTS vs TT
+140.2%
+291.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | -0.2% |
| 7D | +7.3% | -0.2% | +7.6% | +7.5% |
| 30D | -8.9% | -7.4% | -1.5% | -2.9% |
| 3M | -41.9% | -3.2% | -38.7% | -41.0% |
| 6M | -40.6% | +1.1% | -41.7% | -41.4% |
| YTD | -14.2% | +15.6% | -29.8% | -24.9% |
| 1Y | +48.9% | +9.2% | +39.7% | +37.4% |
| 3Y | +1,461.7% | +124.4% | +1,337.3% | +611.9% |
| All | +431.2% | +140.2% | +291.0% | +79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling