+233.7%
ASTS vs NTR
+86.8%
+146.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | +0.8% | -0.3% | +1.2% | +1.0% |
| 30D | -22.6% | +2.0% | -24.6% | -23.2% |
| 3M | -54.4% | +6.4% | -60.8% | -55.2% |
| 6M | -56.4% | +1.6% | -58.0% | -56.9% |
| YTD | -55.1% | +18.2% | -73.3% | -57.6% |
| 1Y | -46.9% | +23.9% | -70.9% | -50.6% |
| 3Y | +715.0% | +44.7% | +670.3% | +619.6% |
| 5Y | +153.7% | +21.3% | +132.4% | +135.0% |
| All | +233.7% | +86.8% | +146.9% | +202.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling