+1,621.9%
ASTS vs NTRA
+484.0%
+1,137.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.2% | +7.3% | +6.8% |
| 7D | +18.5% | +1.1% | +17.4% | +17.8% |
| 30D | -8.1% | +0.6% | -8.7% | -8.3% |
| 3M | -28.2% | +51.8% | -80.0% | -44.0% |
| 6M | -26.1% | +63.6% | -89.7% | -47.2% |
| YTD | -9.0% | +41.5% | -50.5% | -29.3% |
| 1Y | +62.2% | +93.6% | -31.5% | +0.8% |
| 3Y | +1,621.9% | +498.0% | +1,123.8% | +439.9% |
| All | +1,621.9% | +484.0% | +1,137.8% | +439.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling