+793.2%
ASTS vs TTWO
+39.5%
+753.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -3.5% | +17.6% | +15.2% |
| 7D | +1.5% | +8.0% | -6.4% | -1.6% |
| 30D | -27.6% | -2.8% | -24.8% | -27.2% |
| 3M | -48.7% | -15.9% | -32.9% | -45.9% |
| 6M | -50.8% | -5.9% | -44.9% | -50.8% |
| YTD | -49.2% | -19.0% | -30.2% | -46.6% |
| 1Y | -46.7% | -10.6% | -36.1% | -46.1% |
| 3Y | +793.2% | +41.7% | +751.5% | +737.5% |
| All | +793.2% | +39.5% | +753.7% | +737.5% |
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 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