+413.4%
ASTS vs NTRS
+88.8%
+324.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.4% | -5.4% | -5.1% |
| 7D | -3.6% | +0.3% | -3.9% | -3.9% |
| 30D | -16.4% | +0.2% | -16.5% | -16.6% |
| 3M | -31.4% | +13.2% | -44.6% | -38.6% |
| 6M | -31.6% | +36.9% | -68.5% | -47.8% |
| YTD | -17.5% | +39.1% | -56.6% | -37.1% |
| 1Y | +59.4% | +50.4% | +9.0% | +15.0% |
| 3Y | +1,460.2% | +166.8% | +1,293.4% | +595.7% |
| 5Y | +413.4% | +92.9% | +320.5% | +189.6% |
| All | +413.4% | +88.8% | +324.6% | +189.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling