-49.2%
ASTS vs TTWO
-18.4%
-30.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +7.1% | -11.3% | -5.6% |
| 7D | -15.8% | +7.0% | -22.8% | -17.0% |
| 30D | -39.0% | +2.7% | -41.7% | -39.4% |
| 3M | -49.3% | -13.0% | -36.3% | -47.6% |
| 6M | -47.9% | -7.2% | -40.7% | -47.4% |
| YTD | -51.0% | -18.4% | -32.5% | -53.2% |
| 1Y | -49.2% | -17.2% | -31.9% | -51.8% |
| All | -49.2% | -18.4% | -30.7% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 1y: compounded portfolio wealth divided by compounded TTWO 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…
1y analysis · Full analysis span regression · 6 months rolling