+209.1%
ASTS vs TT
+333.7%
-124.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.4% | -10.8% | -12.8% |
| 7D | -29.9% | -9.0% | -20.9% | -26.0% |
| 30D | -52.2% | -17.6% | -34.5% | -46.9% |
| 3M | -55.8% | -18.7% | -37.2% | -50.7% |
| 6M | -52.7% | -17.4% | -35.3% | -47.7% |
| YTD | -58.4% | +1.5% | -60.0% | -58.7% |
| 1Y | -57.1% | -9.4% | -47.7% | -54.7% |
| 3Y | +629.5% | +85.1% | +544.4% | +447.0% |
| 5Y | +147.7% | +125.7% | +22.0% | +61.3% |
| All | +209.1% | +333.7% | -124.6% | +97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling