-47.9%
ASTS vs TT
-14.9%
-33.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.5% | -3.0% |
| 7D | -15.8% | -8.5% | -7.3% | -10.9% |
| 30D | -39.0% | -12.8% | -26.2% | -33.3% |
| 3M | -49.3% | -12.9% | -36.5% | -44.3% |
| 6M | -47.9% | -15.2% | -32.7% | -40.0% |
| All | -47.9% | -14.9% | -33.1% | -40.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling