+1,621.9%
ASTS vs NRG
+229.1%
+1,392.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.5% | +5.6% | +5.9% |
| 7D | +18.5% | +9.3% | +9.2% | +13.9% |
| 30D | -8.1% | +1.3% | -9.4% | -8.8% |
| 3M | -28.2% | -6.0% | -22.2% | -28.3% |
| 6M | -26.1% | -22.0% | -4.1% | -19.6% |
| YTD | -9.0% | -24.1% | +15.2% | -0.4% |
| 1Y | +62.2% | -18.0% | +80.2% | +74.2% |
| 3Y | +1,621.9% | +220.0% | +1,401.8% | +929.2% |
| All | +1,621.9% | +229.1% | +1,392.8% | +929.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling