+537.8%
ASTS vs NTRA
+743.7%
-205.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +7.3% | +0.6% | +6.8% | +7.2% |
| 30D | -8.9% | +19.5% | -28.4% | -13.3% |
| 3M | -41.9% | +47.8% | -89.7% | -47.6% |
| 6M | -40.6% | +61.6% | -102.2% | -48.3% |
| YTD | -14.2% | +43.3% | -57.5% | -23.2% |
| 1Y | +48.9% | +97.0% | -48.2% | +22.4% |
| 3Y | +1,461.7% | +424.9% | +1,036.7% | +958.8% |
| 5Y | +404.1% | +165.2% | +239.0% | +256.8% |
| All | +537.8% | +743.7% | -205.9% | +342.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling