-40.6%
ASTS vs NRG
-26.1%
-14.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.4% | -6.1% | -1.6% |
| 7D | +7.3% | +7.1% | +0.2% | +5.1% |
| 30D | -8.9% | -1.4% | -7.5% | -8.6% |
| 3M | -41.9% | -10.5% | -31.5% | -41.8% |
| 6M | -40.6% | -26.7% | -13.9% | -33.9% |
| All | -40.6% | -26.1% | -14.5% | -33.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling