+537.8%
ASTS vs NIO
+155.0%
+382.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +0.7% |
| 7D | +7.3% | -13.0% | +20.4% | +10.9% |
| 30D | -8.9% | -18.3% | +9.4% | -4.4% |
| 3M | -41.9% | -33.2% | -8.7% | -35.9% |
| 6M | -40.6% | -21.5% | -19.1% | -37.4% |
| YTD | -14.2% | -25.5% | +11.3% | -8.6% |
| 1Y | +48.9% | -38.0% | +86.9% | +64.2% |
| 3Y | +1,461.7% | -65.5% | +1,527.1% | +1,729.6% |
| 5Y | +404.1% | -90.6% | +494.7% | +567.7% |
| All | +537.8% | +155.0% | +382.7% | +736.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling