+512.7%
ASTS vs NTNX
+125.5%
+387.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | -0.3% |
| 7D | -3.9% | -3.1% | -0.8% | -3.1% |
| 30D | -19.4% | +2.0% | -21.4% | -19.9% |
| 3M | -38.6% | +34.0% | -72.6% | -43.2% |
| 6M | -32.1% | +72.4% | -104.5% | -41.8% |
| YTD | -17.6% | +27.5% | -45.1% | -24.2% |
| 1Y | +56.0% | -18.7% | +74.7% | +60.8% |
| 3Y | +1,438.8% | +80.8% | +1,358.1% | +1,200.3% |
| 5Y | +412.9% | +54.5% | +358.5% | +314.3% |
| All | +512.7% | +125.5% | +387.2% | +375.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling