+762.5%
ASTS vs TTMI
+437.2%
+325.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.1% | -2.7% | -4.2% |
| 7D | +14.2% | +22.6% | -8.4% | +3.6% |
| 30D | -26.7% | -34.3% | +7.6% | -11.7% |
| 3M | -53.6% | -44.8% | -8.8% | -40.2% |
| 6M | -52.7% | -53.3% | +0.6% | -35.2% |
| YTD | -52.5% | +10.6% | -63.0% | -61.2% |
| 1Y | -46.5% | +8.2% | -54.7% | -55.5% |
| All | +762.5% | +437.2% | +325.3% | +166.1% |
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