+48.9%
ASTS vs NTR
+43.1%
+5.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.7% |
| 7D | +7.3% | +8.1% | -0.8% | +5.5% |
| 30D | -8.9% | +18.8% | -27.6% | -12.3% |
| 3M | -41.9% | +16.2% | -58.1% | -43.9% |
| 6M | -40.6% | +9.8% | -50.4% | -42.6% |
| YTD | -14.2% | +30.9% | -45.1% | -22.5% |
| 1Y | +48.9% | +41.8% | +7.1% | +32.4% |
| All | +48.9% | +43.1% | +5.8% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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