+253.1%
ASTS vs TNA
-3.2%
+256.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.9% | -0.9% | -3.8% |
| 7D | +14.2% | +7.7% | +6.5% | +11.4% |
| 30D | -26.7% | -0.7% | -26.0% | -25.7% |
| 3M | -53.6% | -25.4% | -28.2% | -47.1% |
| 6M | -52.7% | -11.8% | -40.9% | -49.2% |
| YTD | -52.5% | +23.9% | -76.4% | -54.6% |
| 1Y | -46.5% | +25.6% | -72.1% | -48.6% |
| 3Y | +700.5% | +137.1% | +563.4% | +525.3% |
| 5Y | +168.5% | -45.4% | +213.9% | +169.3% |
| All | +253.1% | -3.2% | +256.3% | +246.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling