+56.0%
ASTS vs NLY
+12.5%
+43.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.4% |
| 7D | -3.9% | -4.0% | +0.1% | +0.5% |
| 30D | -19.4% | -5.2% | -14.2% | -14.6% |
| 3M | -38.6% | +2.8% | -41.5% | -41.3% |
| 6M | -32.1% | +4.2% | -36.3% | -36.5% |
| YTD | -17.6% | +4.7% | -22.3% | -20.7% |
| 1Y | +56.0% | +12.7% | +43.3% | +46.2% |
| All | +56.0% | +12.5% | +43.5% | +46.2% |
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