+762.5%
ASTS vs NEE
+69.4%
+693.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.8% | -5.0% | -5.6% |
| 7D | +14.2% | -3.4% | +17.6% | +15.1% |
| 30D | -26.7% | +9.0% | -35.7% | -28.5% |
| 3M | -53.6% | +0.2% | -53.7% | -53.7% |
| 6M | -52.7% | -8.5% | -44.2% | -51.8% |
| YTD | -52.5% | +8.6% | -61.1% | -53.7% |
| 1Y | -46.5% | +2.2% | -48.7% | -47.3% |
| All | +762.5% | +69.4% | +693.1% | +672.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling