+1,539.7%
ASTS vs TTWO
+52.5%
+1,487.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +7.3% | -8.8% | +16.1% | +11.0% |
| 30D | -8.9% | -8.6% | -0.3% | -6.1% |
| 3M | -41.9% | -0.9% | -41.0% | -42.1% |
| 6M | -40.6% | -0.5% | -40.1% | -41.6% |
| YTD | -14.2% | -16.1% | +1.9% | -10.1% |
| 1Y | +48.9% | -10.8% | +59.6% | +51.2% |
| All | +1,539.7% | +52.5% | +1,487.2% | +1,239.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling