+230.9%
ASTS vs TTD
-36.2%
+267.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.9% | +6.1% | +6.8% |
| 7D | -21.1% | +5.2% | -26.3% | -22.1% |
| 30D | -46.7% | +6.9% | -53.6% | -47.6% |
| 3M | -52.0% | -26.8% | -25.2% | -48.8% |
| 6M | -54.3% | -46.1% | -8.1% | -47.7% |
| YTD | -55.5% | -65.9% | +10.5% | -43.3% |
| 1Y | -50.5% | -71.8% | +21.4% | -33.5% |
| 3Y | +706.2% | -83.3% | +789.5% | +1,047.6% |
| 5Y | +165.2% | -81.1% | +246.4% | +244.1% |
| All | +230.9% | -36.2% | +267.1% | +322.0% |
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