+274.8%
ASTS vs TTD
-21.2%
+296.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +3.6% | +5.1% | +7.7% |
| 7D | +2.8% | +20.8% | -18.0% | -2.0% |
| 30D | -28.8% | +33.8% | -62.7% | -34.1% |
| 3M | -48.9% | +17.8% | -66.7% | -51.3% |
| 6M | -55.6% | -25.7% | -29.9% | -53.4% |
| YTD | -49.6% | -57.9% | +8.3% | -39.3% |
| 1Y | -46.1% | -63.8% | +17.8% | -32.1% |
| 3Y | +749.7% | -75.0% | +824.7% | +993.8% |
| 5Y | +193.2% | -82.5% | +275.7% | +273.0% |
| All | +274.8% | -21.2% | +296.0% | +352.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 10y: compounded portfolio wealth divided by compounded TTD 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…
10y analysis · Full analysis span regression · 6 months rolling