+59.4%
ASTS vs NTR
+41.6%
+17.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.6% | -3.4% |
| 7D | -3.6% | -2.5% | -1.1% | -3.0% |
| 30D | -16.4% | +17.0% | -33.4% | -19.0% |
| 3M | -31.4% | +22.2% | -53.6% | -34.9% |
| 6M | -31.6% | +5.2% | -36.7% | -32.5% |
| YTD | -17.5% | +29.7% | -47.2% | -24.8% |
| 1Y | +59.4% | +39.4% | +20.0% | +45.1% |
| All | +59.4% | +41.6% | +17.8% | +45.1% |
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