+274.8%
ASTS vs NRG
+194.4%
+80.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.4% | +8.3% | +8.5% |
| 7D | +2.8% | +17.1% | -14.3% | -3.1% |
| 30D | -28.8% | -7.9% | -21.0% | -26.4% |
| 3M | -48.9% | -18.2% | -30.7% | -44.9% |
| 6M | -55.6% | -28.4% | -27.3% | -50.5% |
| YTD | -49.6% | -37.9% | -11.7% | -41.0% |
| 1Y | -46.1% | -39.2% | -6.8% | -35.9% |
| 3Y | +749.7% | +125.3% | +624.3% | +524.0% |
| 5Y | +193.2% | +215.7% | -22.5% | +97.2% |
| All | +274.8% | +194.4% | +80.4% | +151.2% |
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