+1,539.7%
ASTS vs TNA
+117.6%
+1,422.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.2% |
| 7D | +7.3% | -0.1% | +7.4% | +7.6% |
| 30D | -8.9% | -4.9% | -4.0% | -5.1% |
| 3M | -41.9% | +0.4% | -42.3% | -41.7% |
| 6M | -40.6% | +32.5% | -73.1% | -50.5% |
| YTD | -14.2% | +53.7% | -67.9% | -34.4% |
| 1Y | +48.9% | +65.1% | -16.3% | +10.9% |
| All | +1,539.7% | +117.6% | +1,422.2% | +842.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling