+457.0%
ASTS vs NRG
+204.8%
+252.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.5% | +5.6% | +5.9% |
| 7D | +18.5% | +9.3% | +9.2% | +13.7% |
| 30D | -8.1% | +1.3% | -9.4% | -8.9% |
| 3M | -28.2% | -6.0% | -22.2% | -28.2% |
| 6M | -26.1% | -22.0% | -4.1% | -19.3% |
| YTD | -9.0% | -24.1% | +15.2% | +0.1% |
| 1Y | +62.2% | -18.0% | +80.2% | +74.1% |
| 3Y | +1,621.9% | +220.0% | +1,401.8% | +779.8% |
| 5Y | +457.0% | +201.1% | +255.9% | +188.8% |
| All | +457.0% | +204.8% | +252.3% | +188.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling