+233.7%
ASTS vs NIO
+94.6%
+139.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.9% | -0.6% | -4.3% |
| 7D | +0.8% | -14.5% | +15.3% | +4.9% |
| 30D | -22.6% | -15.0% | -7.7% | -19.2% |
| 3M | -54.4% | -35.6% | -18.9% | -49.2% |
| 6M | -56.4% | -55.7% | -0.8% | -47.0% |
| YTD | -55.1% | -43.1% | -12.0% | -48.8% |
| 1Y | -46.9% | -53.5% | +6.6% | -36.5% |
| 3Y | +715.0% | -59.8% | +774.8% | +844.2% |
| 5Y | +153.7% | -93.2% | +246.9% | +261.9% |
| All | +233.7% | +94.6% | +139.0% | +368.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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