+193.2%
ASTS vs NTAP
+122.6%
+70.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +4.1% | +4.6% | +6.1% |
| 7D | +2.8% | -2.4% | +5.2% | +5.3% |
| 30D | -28.8% | -23.4% | -5.4% | -15.1% |
| 3M | -48.9% | -7.5% | -41.4% | -46.3% |
| 6M | -55.6% | +56.4% | -112.0% | -69.7% |
| YTD | -49.6% | +73.6% | -123.2% | -68.7% |
| 1Y | -46.1% | +68.4% | -114.4% | -65.4% |
| 3Y | +749.7% | +150.6% | +599.1% | +269.4% |
| 5Y | +193.2% | +122.5% | +70.7% | +37.6% |
| All | +193.2% | +122.6% | +70.6% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling