-49.2%
ASTS vs NLY
+2.3%
-51.4%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.8% | -8.0% | -7.8% |
| 7D | -15.8% | +3.5% | -19.3% | -18.9% |
| 30D | -39.0% | +3.6% | -42.7% | -41.4% |
| 3M | -49.3% | -13.6% | -35.7% | -39.4% |
| 6M | -47.9% | -9.1% | -38.8% | -42.0% |
| YTD | -51.0% | -6.1% | -44.9% | -47.6% |
| 1Y | -49.2% | +0.7% | -49.9% | -49.6% |
| All | -49.2% | +2.3% | -51.4% | -49.6% |
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