+174.0%
ASTS vs TT
+129.2%
+44.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.4% | +4.7% | +5.1% |
| 7D | -21.1% | -2.0% | -19.1% | -19.3% |
| 30D | -46.7% | -14.0% | -32.7% | -39.6% |
| 3M | -52.0% | -15.9% | -36.1% | -44.7% |
| 6M | -54.3% | -17.3% | -36.9% | -46.9% |
| YTD | -55.5% | +4.0% | -59.4% | -57.7% |
| 1Y | -50.5% | -7.1% | -43.4% | -47.9% |
| 3Y | +706.2% | +90.2% | +616.0% | +315.4% |
| All | +174.0% | +129.2% | +44.7% | -12.7% |
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