+277.6%
ASTS vs NTAP
+272.6%
+5.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +4.1% | +10.0% | +12.2% |
| 7D | +1.5% | -5.0% | +6.5% | +4.6% |
| 30D | -27.6% | -25.8% | -1.9% | -16.5% |
| 3M | -48.7% | -6.9% | -41.8% | -47.0% |
| 6M | -50.8% | +50.0% | -100.8% | -60.9% |
| YTD | -49.2% | +66.9% | -116.2% | -62.0% |
| 1Y | -46.7% | +58.3% | -104.9% | -58.7% |
| 3Y | +793.2% | +145.1% | +648.1% | +470.2% |
| 5Y | +195.6% | +114.2% | +81.4% | +91.7% |
| All | +277.6% | +272.6% | +5.0% | +134.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 10y: compounded portfolio wealth divided by compounded NTAP 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…
10y analysis · Full analysis span regression · 6 months rolling