-51.0%
ASTS vs TTWO
-3.2%
-47.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +8.3% | -17.0% | -9.6% |
| 7D | -9.3% | +15.2% | -24.5% | -12.1% |
| 30D | -33.9% | +5.2% | -39.1% | -34.2% |
| 3M | -51.0% | -11.4% | -39.6% | -48.5% |
| 6M | -55.1% | +1.9% | -57.0% | -55.7% |
| YTD | -53.6% | -12.3% | -41.4% | -54.6% |
| 1Y | -51.0% | -4.0% | -46.9% | -57.6% |
| All | -51.0% | -3.2% | -47.8% | -57.6% |
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