+413.4%
ASTS vs NTNX
+49.8%
+363.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.8% | -3.2% |
| 7D | -3.6% | -3.9% | +0.3% | -2.2% |
| 30D | -16.4% | +1.7% | -18.1% | -16.9% |
| 3M | -31.4% | +31.7% | -63.1% | -38.1% |
| 6M | -31.6% | +69.4% | -100.9% | -44.6% |
| YTD | -17.5% | +26.6% | -44.1% | -26.5% |
| 1Y | +59.4% | -15.2% | +74.6% | +64.5% |
| 3Y | +1,460.2% | +80.9% | +1,379.2% | +1,085.7% |
| 5Y | +413.4% | +53.3% | +360.1% | +319.9% |
| All | +413.4% | +49.8% | +363.6% | +319.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling