+253.1%
ASTS vs NTRA
+730.2%
-477.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.0% | -6.8% | -6.1% |
| 7D | +14.2% | -11.2% | +25.5% | +17.4% |
| 30D | -26.7% | -18.4% | -8.3% | -22.5% |
| 3M | -53.6% | +2.2% | -55.8% | -53.9% |
| 6M | -52.7% | +58.1% | -110.9% | -58.3% |
| YTD | -52.5% | +41.0% | -93.5% | -57.4% |
| 1Y | -46.5% | +54.1% | -100.7% | -53.0% |
| 3Y | +700.5% | +590.9% | +109.5% | +419.5% |
| 5Y | +168.5% | +180.7% | -12.2% | +88.8% |
| All | +253.1% | +730.2% | -477.1% | +145.7% |
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