+537.8%
ASTS vs NTAP
+291.8%
+245.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +7.3% | -0.8% | +8.1% | +7.6% |
| 30D | -8.9% | -0.5% | -8.3% | -9.0% |
| 3M | -41.9% | +4.1% | -46.0% | -43.1% |
| 6M | -40.6% | +88.0% | -128.5% | -57.9% |
| YTD | -14.2% | +75.6% | -89.8% | -37.5% |
| 1Y | +48.9% | +58.9% | -10.1% | +15.0% |
| 3Y | +1,461.7% | +153.6% | +1,308.1% | +876.6% |
| 5Y | +404.1% | +127.6% | +276.5% | +217.0% |
| All | +537.8% | +291.8% | +245.9% | +284.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling