+244.8%
ASTS vs TTD
-23.9%
+268.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +3.3% | -12.0% | -9.5% |
| 7D | -9.3% | +19.9% | -29.2% | -13.5% |
| 30D | -33.9% | +27.6% | -61.5% | -38.1% |
| 3M | -51.0% | +15.2% | -66.2% | -53.0% |
| 6M | -55.1% | -33.2% | -21.9% | -51.6% |
| YTD | -53.6% | -59.4% | +5.8% | -43.7% |
| 1Y | -51.0% | -64.4% | +13.4% | -38.1% |
| 3Y | +681.7% | -75.9% | +757.6% | +915.4% |
| 5Y | +182.4% | -82.6% | +265.0% | +261.2% |
| All | +244.8% | -23.9% | +268.8% | +319.7% |
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