+48.9%
ASTS vs NTRA
+96.0%
-47.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +7.3% | +0.6% | +6.8% | +7.2% |
| 30D | -8.9% | +19.5% | -28.4% | -13.7% |
| 3M | -41.9% | +47.8% | -89.7% | -47.3% |
| 6M | -40.6% | +61.6% | -102.2% | -48.8% |
| YTD | -14.2% | +43.3% | -57.5% | -26.3% |
| 1Y | +48.9% | +97.0% | -48.2% | +35.6% |
| All | +48.9% | +96.0% | -47.1% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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