+230.9%
ASTS vs TNA
-7.6%
+238.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.8% | +4.3% | +5.9% |
| 7D | -21.1% | -7.0% | -14.1% | -18.5% |
| 30D | -46.7% | -6.4% | -40.3% | -44.9% |
| 3M | -52.0% | -25.7% | -26.3% | -45.4% |
| 6M | -54.3% | -19.7% | -34.5% | -49.1% |
| YTD | -55.5% | +18.3% | -73.7% | -56.8% |
| 1Y | -50.5% | +24.6% | -75.0% | -52.3% |
| 3Y | +706.2% | +112.8% | +593.4% | +549.4% |
| 5Y | +165.2% | -49.5% | +214.7% | +170.9% |
| All | +230.9% | -7.6% | +238.5% | +229.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling