+1,505.9%
ASTS vs TTD
-81.8%
+1,587.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.7% | +1.3% |
| 7D | +7.3% | +6.3% | +1.0% | +5.8% |
| 30D | -8.9% | -23.9% | +15.0% | -3.8% |
| 3M | -41.9% | -31.4% | -10.5% | -37.2% |
| 6M | -40.6% | -42.7% | +2.1% | -34.8% |
| YTD | -14.2% | -62.0% | +47.8% | +8.5% |
| 1Y | +48.9% | -72.2% | +121.1% | +109.2% |
| All | +1,505.9% | -81.8% | +1,587.7% | +2,088.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling