+48.9%
ASTS vs NTRS
+46.5%
+2.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.8% |
| 7D | +7.3% | -0.1% | +7.4% | +7.5% |
| 30D | -8.9% | +1.2% | -10.1% | -10.3% |
| 3M | -41.9% | +8.3% | -50.3% | -47.7% |
| 6M | -40.6% | +30.0% | -70.6% | -58.6% |
| YTD | -14.2% | +38.0% | -52.2% | -44.7% |
| 1Y | +48.9% | +47.4% | +1.5% | -7.1% |
| All | +48.9% | +46.5% | +2.4% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling