+277.6%
ASTS vs TTD
-26.3%
+303.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +15.5% | -1.4% | +10.0% |
| 7D | +1.5% | +19.0% | -17.4% | -2.8% |
| 30D | -27.6% | +23.6% | -51.2% | -31.5% |
| 3M | -48.7% | +8.2% | -56.9% | -50.0% |
| 6M | -50.8% | -35.3% | -15.5% | -46.5% |
| YTD | -49.2% | -60.7% | +11.5% | -37.7% |
| 1Y | -46.7% | -65.3% | +18.6% | -32.2% |
| 3Y | +793.2% | -80.6% | +873.8% | +1,122.5% |
| 5Y | +195.6% | -84.6% | +280.2% | +285.6% |
| All | +277.6% | -26.3% | +303.9% | +364.0% |
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