+277.6%
ASTS vs TNA
+1.3%
+276.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +9.6% | +4.5% | +10.2% |
| 7D | +1.5% | +2.3% | -0.8% | +1.2% |
| 30D | -27.6% | +1.4% | -29.0% | -27.4% |
| 3M | -48.7% | -21.1% | -27.6% | -43.0% |
| 6M | -50.8% | -9.4% | -41.5% | -47.8% |
| YTD | -49.2% | +29.6% | -78.8% | -52.4% |
| 1Y | -46.7% | +34.6% | -81.3% | -50.2% |
| 3Y | +793.2% | +155.9% | +637.3% | +578.1% |
| 5Y | +195.6% | -44.2% | +239.7% | +191.3% |
| All | +277.6% | +1.3% | +276.3% | +263.3% |
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