+537.8%
ASTS vs TTWO
+77.0%
+460.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +7.3% | -8.8% | +16.1% | +10.9% |
| 30D | -8.9% | -8.6% | -0.3% | -6.1% |
| 3M | -41.9% | -0.9% | -41.0% | -42.0% |
| 6M | -40.6% | -0.5% | -40.1% | -41.3% |
| YTD | -14.2% | -16.1% | +1.9% | -9.7% |
| 1Y | +48.9% | -10.8% | +59.6% | +52.4% |
| 3Y | +1,461.7% | +51.4% | +1,410.3% | +1,198.4% |
| 5Y | +404.1% | +33.7% | +370.4% | +318.7% |
| All | +537.8% | +77.0% | +460.7% | +430.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling