+537.8%
ASTS vs NRG
+257.6%
+280.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.4% | -6.1% | -2.2% |
| 7D | +7.3% | +7.1% | +0.2% | +4.5% |
| 30D | -8.9% | -1.4% | -7.5% | -8.6% |
| 3M | -41.9% | -10.5% | -31.5% | -40.6% |
| 6M | -40.6% | -26.7% | -13.9% | -34.4% |
| YTD | -14.2% | -24.5% | +10.3% | -6.8% |
| 1Y | +48.9% | -18.6% | +67.4% | +58.8% |
| 3Y | +1,461.7% | +227.1% | +1,234.5% | +905.4% |
| 5Y | +404.1% | +198.8% | +205.4% | +228.9% |
| All | +537.8% | +257.6% | +280.1% | +296.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling