+715.0%
ASTS vs NTRS
+176.1%
+538.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.8% | -5.8% |
| 7D | +0.8% | +3.2% | -2.3% | -1.7% |
| 30D | -22.6% | +9.6% | -32.2% | -28.1% |
| 3M | -54.4% | -6.0% | -48.4% | -51.9% |
| 6M | -56.4% | +10.4% | -66.8% | -60.0% |
| YTD | -55.1% | +32.5% | -87.6% | -64.5% |
| 1Y | -46.9% | +41.2% | -88.1% | -59.7% |
| 3Y | +715.0% | +173.4% | +541.6% | +264.8% |
| All | +715.0% | +176.1% | +538.9% | +264.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling