+513.2%
ASTS vs NRG
+235.5%
+277.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.8% | -2.8% |
| 7D | -3.6% | -0.2% | -3.4% | -3.5% |
| 30D | -16.4% | -6.8% | -9.6% | -14.2% |
| 3M | -31.4% | -7.1% | -24.3% | -30.9% |
| 6M | -31.6% | -27.6% | -4.0% | -24.1% |
| YTD | -17.5% | -29.2% | +11.7% | -8.1% |
| 1Y | +59.4% | -29.9% | +89.3% | +80.2% |
| 3Y | +1,460.2% | +198.7% | +1,261.5% | +939.4% |
| 5Y | +413.4% | +192.9% | +220.5% | +240.6% |
| All | +513.2% | +235.5% | +277.7% | +291.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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