+230.9%
ASTS vs NTAP
+258.0%
-27.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.1% | +7.2% | +7.1% |
| 7D | -21.1% | -15.1% | -6.0% | -14.4% |
| 30D | -46.7% | -28.1% | -18.6% | -37.8% |
| 3M | -52.0% | -11.4% | -40.6% | -49.3% |
| 6M | -54.3% | +52.2% | -106.5% | -63.9% |
| YTD | -55.5% | +60.4% | -115.9% | -66.1% |
| 1Y | -50.5% | +51.0% | -101.5% | -60.9% |
| 3Y | +706.2% | +135.6% | +570.7% | +423.4% |
| 5Y | +165.2% | +107.5% | +57.7% | +74.7% |
| All | +230.9% | +258.0% | -27.1% | +108.5% |
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