+576.8%
ASTS vs TENB
+34.2%
+542.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.6% | +7.7% | +6.6% |
| 7D | +18.5% | -5.0% | +23.5% | +20.2% |
| 30D | -8.1% | -7.4% | -0.7% | -6.7% |
| 3M | -28.2% | +22.3% | -50.5% | -33.5% |
| 6M | -26.1% | +60.2% | -86.3% | -37.8% |
| YTD | -9.0% | +43.2% | -52.2% | -21.8% |
| 1Y | +62.2% | +8.2% | +54.0% | +53.3% |
| 3Y | +1,621.9% | -23.8% | +1,645.7% | +1,681.4% |
| 5Y | +457.0% | -26.9% | +483.9% | +473.0% |
| All | +576.8% | +34.2% | +542.6% | +581.4% |
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