+277.6%
ASTS vs NIO
+128.9%
+148.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +0.6% | +13.5% | +14.0% |
| 7D | +1.5% | +6.9% | -5.4% | 0.0% |
| 30D | -27.6% | -4.7% | -22.9% | -26.6% |
| 3M | -48.7% | -28.1% | -20.7% | -44.5% |
| 6M | -50.8% | -41.7% | -9.1% | -44.2% |
| YTD | -49.2% | -33.1% | -16.1% | -44.4% |
| 1Y | -46.7% | -50.3% | +3.6% | -37.4% |
| 3Y | +793.2% | -54.4% | +847.6% | +899.9% |
| 5Y | +195.6% | -91.6% | +287.2% | +303.1% |
| All | +277.6% | +128.9% | +148.7% | +409.1% |
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