+1,504.6%
ASTS vs NTNX
+85.1%
+1,419.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -5.3% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -9.2% | +3.8% | -13.1% | -10.5% |
| 3M | -29.6% | +31.9% | -61.6% | -36.8% |
| 6M | -30.5% | +68.5% | -98.9% | -44.1% |
| YTD | -14.1% | +29.5% | -43.6% | -24.0% |
| 1Y | +69.1% | -11.6% | +80.7% | +76.5% |
| All | +1,504.6% | +85.1% | +1,419.5% | +1,145.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling