+576.8%
ASTS vs NTNX
+130.9%
+445.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.8% | +7.0% | +6.3% |
| 7D | +18.5% | +1.2% | +17.3% | +18.1% |
| 30D | -8.1% | +7.7% | -15.8% | -9.9% |
| 3M | -28.2% | +30.2% | -58.3% | -33.1% |
| 6M | -26.1% | +69.4% | -95.5% | -36.3% |
| YTD | -9.0% | +30.6% | -39.5% | -16.8% |
| 1Y | +62.2% | -10.0% | +72.2% | +62.4% |
| 3Y | +1,621.9% | +86.6% | +1,535.2% | +1,343.3% |
| 5Y | +457.0% | +57.1% | +399.9% | +347.4% |
| All | +576.8% | +130.9% | +445.9% | +421.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling