+56.0%
ASTS vs NTNX
-15.3%
+71.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | -0.2% |
| 7D | -3.9% | -3.1% | -0.8% | -3.6% |
| 30D | -19.4% | +2.0% | -21.4% | -19.5% |
| 3M | -38.6% | +34.0% | -72.6% | -40.3% |
| 6M | -32.1% | +72.4% | -104.5% | -36.1% |
| YTD | -17.6% | +27.5% | -45.1% | -20.6% |
| 1Y | +56.0% | -18.7% | +74.7% | +72.3% |
| All | +56.0% | -15.3% | +71.3% | +72.3% |
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