+59.4%
ASTS vs NRG
-27.1%
+86.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.8% | -2.3% |
| 7D | -3.6% | -0.2% | -3.4% | -3.5% |
| 30D | -16.4% | -6.8% | -9.6% | -13.4% |
| 3M | -31.4% | -7.1% | -24.3% | -32.8% |
| 6M | -31.6% | -27.6% | -4.0% | -20.5% |
| YTD | -17.5% | -29.2% | +11.7% | -6.0% |
| 1Y | +59.4% | -29.9% | +89.3% | +90.1% |
| All | +59.4% | -27.1% | +86.5% | +90.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling