+274.8%
ASTS vs NEE
+71.7%
+203.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.3% | +9.0% | +8.8% |
| 7D | +2.8% | -2.8% | +5.6% | +3.6% |
| 30D | -28.8% | +9.5% | -38.4% | -30.8% |
| 3M | -48.9% | +1.0% | -49.9% | -49.2% |
| 6M | -55.6% | -8.0% | -47.7% | -54.8% |
| YTD | -49.6% | +9.4% | -59.0% | -51.1% |
| 1Y | -46.1% | +3.1% | -49.2% | -46.9% |
| 3Y | +749.7% | +70.5% | +679.2% | +614.5% |
| 5Y | +193.2% | +15.2% | +178.0% | +167.3% |
| All | +274.8% | +71.7% | +203.1% | +235.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NEE.
Daily Out/Under-Performance
Portfolio return minus NEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEE 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 10y: compounded portfolio wealth divided by compounded NEE 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…
10y analysis · Full analysis span regression · 6 months rolling