+230.9%
ASTS vs NIO
+127.5%
+103.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.9% | +1.1% | +5.6% |
| 7D | -21.1% | +5.6% | -26.7% | -22.0% |
| 30D | -46.7% | -4.2% | -42.5% | -46.1% |
| 3M | -52.0% | -26.3% | -25.7% | -48.3% |
| 6M | -54.3% | -42.5% | -11.7% | -47.9% |
| YTD | -55.5% | -33.5% | -22.0% | -51.2% |
| 1Y | -50.5% | -52.7% | +2.2% | -41.2% |
| 3Y | +706.2% | -57.5% | +763.7% | +815.3% |
| 5Y | +165.2% | -92.0% | +257.2% | +263.1% |
| All | +230.9% | +127.5% | +103.4% | +346.7% |
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