+277.6%
ASTS vs NTR
+89.5%
+188.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +1.1% | +13.0% | +13.8% |
| 7D | +1.5% | +3.0% | -1.4% | +0.7% |
| 30D | -27.6% | +7.1% | -34.7% | -29.2% |
| 3M | -48.7% | +13.1% | -61.8% | -50.5% |
| 6M | -50.8% | +7.6% | -58.4% | -52.1% |
| YTD | -49.2% | +20.0% | -69.2% | -52.3% |
| 1Y | -46.7% | +30.2% | -76.9% | -51.0% |
| 3Y | +793.2% | +46.8% | +746.4% | +685.3% |
| 5Y | +195.6% | +22.7% | +172.8% | +172.9% |
| All | +277.6% | +89.5% | +188.0% | +240.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling