+244.8%
ASTS vs NTRA
+702.0%
-457.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.6% | -6.0% | -8.0% |
| 7D | -9.3% | -19.7% | +10.4% | -4.0% |
| 30D | -33.9% | -22.1% | -11.8% | -29.2% |
| 3M | -51.0% | -2.0% | -49.0% | -50.8% |
| 6M | -55.1% | +60.6% | -115.7% | -60.6% |
| YTD | -53.6% | +36.2% | -89.8% | -58.0% |
| 1Y | -51.0% | +51.0% | -101.9% | -56.7% |
| 3Y | +681.7% | +567.5% | +114.2% | +411.9% |
| 5Y | +182.4% | +191.6% | -9.2% | +98.5% |
| All | +244.8% | +702.0% | -457.2% | +142.1% |
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