+253.1%
ASTS vs ETN
+361.9%
-108.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.4% | -5.5% |
| 7D | +14.2% | +10.1% | +4.1% | +8.5% |
| 30D | -26.7% | -15.9% | -10.8% | -18.5% |
| 3M | -53.6% | -21.7% | -31.9% | -46.3% |
| 6M | -52.7% | -10.1% | -42.6% | -49.2% |
| YTD | -52.5% | +14.0% | -66.5% | -54.3% |
| 1Y | -46.5% | -1.7% | -44.8% | -44.4% |
| 3Y | +700.5% | +67.9% | +632.6% | +571.6% |
| 5Y | +168.5% | +125.5% | +42.9% | +98.7% |
| All | +253.1% | +361.9% | -108.8% | +151.1% |
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