+209.1%
ASTS vs TTD
-36.8%
+245.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.2% | -12.0% | -14.4% |
| 7D | -29.9% | -1.9% | -28.0% | -29.5% |
| 30D | -52.2% | +7.5% | -59.6% | -53.1% |
| 3M | -55.8% | -32.4% | -23.4% | -51.9% |
| 6M | -52.7% | -47.9% | -4.8% | -45.5% |
| YTD | -58.4% | -66.3% | +7.8% | -47.0% |
| 1Y | -57.1% | -73.1% | +16.1% | -41.5% |
| 3Y | +629.5% | -83.8% | +713.3% | +946.9% |
| 5Y | +147.7% | -81.3% | +229.1% | +222.2% |
| All | +209.1% | -36.8% | +245.9% | +295.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling