+274.8%
ASTS vs TENB
+71.0%
+203.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.3% | +6.4% | +8.0% |
| 7D | +2.8% | -9.3% | +12.1% | +6.3% |
| 30D | -28.8% | +5.3% | -34.1% | -29.5% |
| 3M | -48.9% | +13.5% | -62.3% | -51.4% |
| 6M | -55.6% | +101.5% | -157.1% | -65.1% |
| YTD | -49.6% | +82.4% | -132.0% | -60.0% |
| 1Y | -46.1% | +53.0% | -99.1% | -54.5% |
| 3Y | +749.7% | +14.8% | +734.9% | +678.0% |
| 5Y | +193.2% | -21.2% | +214.4% | +186.4% |
| All | +274.8% | +71.0% | +203.9% | +248.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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