+230.9%
ASTS vs TTMI
+468.0%
-237.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +6.9% | +0.2% | +4.0% |
| 7D | -21.1% | -19.8% | -1.3% | -12.7% |
| 30D | -46.7% | -48.1% | +1.4% | -30.7% |
| 3M | -52.0% | -51.2% | -0.8% | -36.6% |
| 6M | -54.3% | -59.6% | +5.3% | -35.1% |
| YTD | -55.5% | -3.6% | -51.9% | -59.0% |
| 1Y | -50.5% | -2.3% | -48.1% | -54.3% |
| 3Y | +706.2% | +369.4% | +336.9% | +278.0% |
| 5Y | +165.2% | +365.4% | -200.2% | +21.8% |
| All | +230.9% | +468.0% | -237.1% | +53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling