+244.8%
ASTS vs NTAP
+272.4%
-27.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | 0.0% | -8.6% | -8.7% |
| 7D | -9.3% | -7.8% | -1.6% | -5.3% |
| 30D | -33.9% | -25.8% | -8.1% | -23.7% |
| 3M | -51.0% | -11.2% | -39.8% | -48.1% |
| 6M | -55.1% | +49.9% | -105.0% | -64.3% |
| YTD | -53.6% | +66.9% | -120.5% | -65.3% |
| 1Y | -51.0% | +58.8% | -109.8% | -62.1% |
| 3Y | +681.7% | +140.8% | +540.8% | +402.4% |
| 5Y | +182.4% | +115.0% | +67.4% | +83.0% |
| All | +244.8% | +272.4% | -27.6% | +113.7% |
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