+1,504.6%
ASTS vs NTRS
+161.8%
+1,342.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.5% |
| 7D | 0.0% | +0.9% | -0.8% | -0.8% |
| 30D | -9.2% | -1.2% | -8.0% | -8.3% |
| 3M | -29.6% | +8.8% | -38.4% | -35.1% |
| 6M | -30.5% | +34.7% | -65.1% | -47.0% |
| YTD | -14.1% | +37.2% | -51.3% | -34.6% |
| 1Y | +69.1% | +46.3% | +22.8% | +23.0% |
| All | +1,504.6% | +161.8% | +1,342.8% | +478.7% |
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