+1,505.9%
ASTS vs TTMI
+746.9%
+759.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.8% | -8.6% | -4.4% |
| 7D | +7.3% | +5.9% | +1.5% | +3.9% |
| 30D | -8.9% | -4.3% | -4.6% | -7.7% |
| 3M | -41.9% | -32.0% | -9.9% | -31.3% |
| 6M | -40.6% | +19.5% | -60.1% | -49.0% |
| YTD | -14.2% | +82.0% | -96.2% | -44.1% |
| 1Y | +48.9% | +172.6% | -123.8% | -23.5% |
| All | +1,505.9% | +746.9% | +759.0% | +246.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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