+538.9%
ASTS vs TTWO
+74.1%
+464.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.6% | -5.2% |
| 7D | 0.0% | -2.3% | +2.3% | +0.9% |
| 30D | -9.2% | -16.7% | +7.5% | -3.1% |
| 3M | -29.6% | -0.4% | -29.2% | -29.9% |
| 6M | -30.5% | -1.6% | -28.8% | -31.1% |
| YTD | -14.1% | -17.5% | +3.5% | -9.0% |
| 1Y | +69.1% | -14.8% | +83.9% | +76.3% |
| 3Y | +1,525.5% | +47.9% | +1,477.6% | +1,263.3% |
| 5Y | +425.9% | +34.5% | +391.4% | +338.7% |
| All | +538.9% | +74.1% | +464.8% | +435.0% |
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