+457.0%
ASTS vs NTR
+51.1%
+405.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.5% | +4.6% | +5.6% |
| 7D | +18.5% | +3.8% | +14.6% | +17.1% |
| 30D | -8.1% | +25.2% | -33.3% | -15.1% |
| 3M | -28.2% | +21.0% | -49.2% | -33.3% |
| 6M | -26.1% | +7.6% | -33.7% | -28.8% |
| YTD | -9.0% | +32.9% | -41.8% | -19.2% |
| 1Y | +62.2% | +43.1% | +19.1% | +39.7% |
| 3Y | +1,621.9% | +41.6% | +1,580.3% | +1,351.7% |
| 5Y | +457.0% | +54.8% | +402.3% | +297.2% |
| All | +457.0% | +51.1% | +405.9% | +297.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling