+195.6%
ASTS vs NTRA
+175.7%
+19.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +3.1% | +11.0% | +13.0% |
| 7D | +1.5% | -15.4% | +17.0% | +7.2% |
| 30D | -27.6% | -20.0% | -7.6% | -21.7% |
| 3M | -48.7% | -0.5% | -48.2% | -48.8% |
| 6M | -50.8% | +64.9% | -115.8% | -59.2% |
| YTD | -49.2% | +39.9% | -89.1% | -56.1% |
| 1Y | -46.7% | +60.5% | -107.2% | -56.0% |
| 3Y | +793.2% | +605.9% | +187.4% | +401.3% |
| 5Y | +195.6% | +183.0% | +12.6% | +155.4% |
| All | +195.6% | +175.7% | +19.9% | +155.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling