-49.2%
ASTS vs NTNX
-9.1%
-40.0%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.8% |
| 7D | -15.8% | -12.3% | -3.4% | -13.9% |
| 30D | -39.0% | -13.2% | -25.8% | -37.6% |
| 3M | -49.3% | +3.6% | -52.9% | -49.1% |
| 6M | -47.9% | +45.7% | -93.6% | -49.9% |
| YTD | -51.0% | +23.2% | -74.2% | -52.5% |
| 1Y | -49.2% | -9.1% | -40.1% | -47.0% |
| All | -49.2% | -9.1% | -40.0% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 NTNX 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