+537.8%
ASTS vs NEE
+66.6%
+471.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +7.3% | +1.9% | +5.4% | +6.8% |
| 30D | -8.9% | -2.2% | -6.7% | -8.4% |
| 3M | -41.9% | -1.2% | -40.7% | -41.9% |
| 6M | -40.6% | -8.6% | -32.0% | -39.3% |
| YTD | -14.2% | +6.2% | -20.4% | -15.9% |
| 1Y | +48.9% | +21.1% | +27.7% | +41.4% |
| 3Y | +1,461.7% | +36.4% | +1,425.3% | +1,290.8% |
| 5Y | +404.1% | +11.4% | +392.8% | +364.7% |
| All | +537.8% | +66.6% | +471.2% | +476.6% |
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