+537.8%
ASTS vs ETN
+426.9%
+110.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -1.6% |
| 7D | +7.3% | +2.0% | +5.3% | +6.1% |
| 30D | -8.9% | -7.9% | -1.0% | -4.4% |
| 3M | -41.9% | -1.6% | -40.3% | -41.3% |
| 6M | -40.6% | +16.9% | -57.5% | -44.5% |
| YTD | -14.2% | +30.1% | -44.3% | -23.8% |
| 1Y | +48.9% | +19.3% | +29.6% | +39.3% |
| 3Y | +1,461.7% | +82.5% | +1,379.1% | +1,126.3% |
| 5Y | +404.1% | +166.8% | +237.3% | +243.3% |
| All | +537.8% | +426.9% | +110.9% | +318.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling