+538.9%
ASTS vs NTRA
+749.1%
-210.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.9% | -7.5% | -6.1% |
| 7D | 0.0% | +1.6% | -1.6% | -0.4% |
| 30D | -9.2% | +3.8% | -13.0% | -10.1% |
| 3M | -29.6% | +48.2% | -77.9% | -36.6% |
| 6M | -30.5% | +61.0% | -91.4% | -39.5% |
| YTD | -14.1% | +44.2% | -58.2% | -23.3% |
| 1Y | +69.1% | +87.3% | -18.2% | +41.1% |
| 3Y | +1,525.5% | +509.4% | +1,016.1% | +974.4% |
| 5Y | +425.9% | +175.1% | +250.7% | +270.0% |
| All | +538.9% | +749.1% | -210.2% | +342.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling