+537.8%
ASTS vs TTMI
+972.6%
-434.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.8% | -8.6% | -3.7% |
| 7D | +7.3% | +5.9% | +1.5% | +4.4% |
| 30D | -8.9% | -4.3% | -4.6% | -7.8% |
| 3M | -41.9% | -32.0% | -9.9% | -32.8% |
| 6M | -40.6% | +19.5% | -60.1% | -47.2% |
| YTD | -14.2% | +82.0% | -96.2% | -38.3% |
| 1Y | +48.9% | +172.6% | -123.8% | -9.8% |
| 3Y | +1,461.7% | +744.7% | +717.0% | +478.7% |
| 5Y | +404.1% | +805.6% | -401.4% | +79.9% |
| All | +537.8% | +972.6% | -434.8% | +130.7% |
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