+230.9%
ASTS vs NEE
+73.6%
+157.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.5% | +8.5% | +7.4% |
| 7D | -21.1% | +3.9% | -25.0% | -22.0% |
| 30D | -46.7% | +12.8% | -59.5% | -48.6% |
| 3M | -52.0% | +3.6% | -55.6% | -52.6% |
| 6M | -54.3% | -7.5% | -46.8% | -53.4% |
| YTD | -55.5% | +10.7% | -66.2% | -57.0% |
| 1Y | -50.5% | +9.1% | -59.6% | -52.0% |
| 3Y | +706.2% | +61.0% | +645.2% | +588.7% |
| 5Y | +165.2% | +16.3% | +148.9% | +141.2% |
| All | +230.9% | +73.6% | +157.3% | +195.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling