+244.8%
ASTS vs TTWO
+85.2%
+159.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +8.3% | -17.0% | -11.5% |
| 7D | -9.3% | +15.2% | -24.5% | -14.5% |
| 30D | -33.9% | +5.2% | -39.1% | -35.6% |
| 3M | -51.0% | -11.4% | -39.6% | -49.4% |
| 6M | -55.1% | +1.9% | -57.0% | -56.4% |
| YTD | -53.6% | -12.3% | -41.4% | -52.5% |
| 1Y | -51.0% | -4.0% | -46.9% | -51.4% |
| 3Y | +681.7% | +51.9% | +629.8% | +542.9% |
| 5Y | +182.4% | +22.9% | +159.5% | +130.5% |
| All | +244.8% | +85.2% | +159.6% | +179.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling