-46.1%
ASTS vs NTAP
+66.4%
-112.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +4.1% | +4.6% | +7.1% |
| 7D | +2.8% | -2.4% | +5.2% | +4.2% |
| 30D | -28.8% | -23.4% | -5.4% | -22.6% |
| 3M | -48.9% | -7.5% | -41.4% | -46.9% |
| 6M | -55.6% | +56.4% | -112.0% | -63.2% |
| YTD | -49.6% | +73.6% | -123.2% | -59.4% |
| 1Y | -46.1% | +68.4% | -114.4% | -52.2% |
| All | -46.1% | +66.4% | -112.5% | -52.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling