+48.9%
ASTS vs NLY
+20.9%
+28.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +7.3% | -1.0% | +8.3% | +8.6% |
| 30D | -8.9% | +0.6% | -9.5% | -9.4% |
| 3M | -41.9% | +10.8% | -52.8% | -48.9% |
| 6M | -40.6% | +6.2% | -46.8% | -45.1% |
| YTD | -14.2% | +9.0% | -23.2% | -20.9% |
| 1Y | +48.9% | +19.3% | +29.5% | +31.3% |
| All | +48.9% | +20.9% | +28.0% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 1y: compounded portfolio wealth divided by compounded NLY 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…
1y analysis · Full analysis span regression · 6 months rolling