+244.8%
ASTS vs ETN
+355.7%
-110.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.1% | -7.6% | -8.0% |
| 7D | -9.3% | -9.3% | 0.0% | -3.6% |
| 30D | -33.9% | -17.3% | -16.6% | -25.8% |
| 3M | -51.0% | -20.1% | -30.9% | -44.0% |
| 6M | -55.1% | -11.3% | -43.8% | -51.3% |
| YTD | -53.6% | +12.5% | -66.1% | -55.0% |
| 1Y | -51.0% | -5.6% | -45.4% | -48.0% |
| 3Y | +681.7% | +65.6% | +616.1% | +560.5% |
| 5Y | +182.4% | +122.4% | +60.0% | +110.5% |
| All | +244.8% | +355.7% | -110.8% | +146.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 10y: compounded portfolio wealth divided by compounded ETN 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…
10y analysis · Full analysis span regression · 6 months rolling