-49.2%
ASTS vs TNA
+37.5%
-86.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.4% | -8.5% | -8.6% |
| 7D | -15.8% | +2.4% | -18.2% | -18.1% |
| 30D | -39.0% | -0.9% | -38.1% | -38.7% |
| 3M | -49.3% | -19.2% | -30.1% | -36.8% |
| 6M | -47.9% | -0.8% | -47.1% | -47.0% |
| YTD | -51.0% | +33.2% | -84.2% | -65.2% |
| 1Y | -49.2% | +38.5% | -87.7% | -63.6% |
| All | -49.2% | +37.5% | -86.6% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling