-46.3%
ASTS vs TNA
+29.1%
-75.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +9.6% | +4.5% | +4.1% |
| 7D | +1.5% | +2.3% | -0.8% | -0.6% |
| 30D | -27.6% | +1.4% | -29.0% | -28.3% |
| 3M | -48.7% | -21.1% | -27.6% | -34.1% |
| 6M | -50.8% | -9.4% | -41.5% | -44.9% |
| YTD | -49.2% | +29.6% | -78.8% | -63.1% |
| All | -46.3% | +29.1% | -75.5% | -59.7% |
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 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