+457.0%
ASTS vs TTWO
+33.8%
+423.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.7% | +6.8% | +6.4% |
| 7D | +18.5% | -1.6% | +20.1% | +19.4% |
| 30D | -8.1% | -13.5% | +5.4% | -1.6% |
| 3M | -28.2% | +0.3% | -28.5% | -29.0% |
| 6M | -26.1% | +0.8% | -26.9% | -28.3% |
| YTD | -9.0% | -16.7% | +7.7% | -2.1% |
| 1Y | +62.2% | -14.3% | +76.4% | +70.8% |
| 3Y | +1,621.9% | +49.4% | +1,572.5% | +1,180.3% |
| 5Y | +457.0% | +33.8% | +423.3% | +352.9% |
| All | +457.0% | +33.8% | +423.2% | +352.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling