+457.0%
ASTS vs TNA
-21.0%
+478.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.3% | +7.4% | +6.9% |
| 7D | +18.5% | +4.1% | +14.4% | +15.7% |
| 30D | -8.1% | -7.6% | -0.5% | -3.0% |
| 3M | -28.2% | +8.1% | -36.3% | -31.3% |
| 6M | -26.1% | +49.0% | -75.1% | -41.7% |
| YTD | -9.0% | +51.7% | -60.7% | -28.0% |
| 1Y | +62.2% | +59.6% | +2.6% | +26.5% |
| 3Y | +1,621.9% | +118.9% | +1,503.0% | +925.4% |
| 5Y | +457.0% | -19.2% | +476.2% | +407.0% |
| All | +457.0% | -21.0% | +478.0% | +407.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling