+537.8%
ASTS vs NTR
+106.8%
+431.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.7% |
| 7D | +7.3% | +8.1% | -0.8% | +5.2% |
| 30D | -8.9% | +18.8% | -27.6% | -13.1% |
| 3M | -41.9% | +16.2% | -58.1% | -44.4% |
| 6M | -40.6% | +9.8% | -50.4% | -42.6% |
| YTD | -14.2% | +30.9% | -45.1% | -21.1% |
| 1Y | +48.9% | +41.8% | +7.1% | +33.8% |
| 3Y | +1,461.7% | +35.8% | +1,425.9% | +1,294.4% |
| 5Y | +404.1% | +51.0% | +353.1% | +349.5% |
| All | +537.8% | +106.8% | +431.0% | +463.1% |
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 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