-46.5%
ASTS vs TTWO
-5.8%
-40.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.9% | -3.9% | -5.5% |
| 7D | +14.2% | +6.4% | +7.9% | +13.4% |
| 30D | -26.7% | +13.3% | -40.0% | -28.4% |
| 3M | -53.6% | -6.6% | -47.0% | -51.9% |
| 6M | -52.7% | +0.4% | -53.1% | -52.7% |
| YTD | -52.5% | -11.4% | -41.1% | -52.9% |
| 1Y | -46.5% | -5.6% | -40.9% | -50.7% |
| All | -46.5% | -5.8% | -40.7% | -50.7% |
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