+537.8%
ASTS vs NTRS
+128.3%
+409.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +7.3% | +0.4% | +7.0% | +7.2% |
| 30D | -8.9% | +1.7% | -10.6% | -9.7% |
| 3M | -41.9% | +8.9% | -50.8% | -44.6% |
| 6M | -40.6% | +30.6% | -71.2% | -48.3% |
| YTD | -14.2% | +38.7% | -52.9% | -26.9% |
| 1Y | +48.9% | +48.1% | +0.8% | +23.3% |
| 3Y | +1,461.7% | +165.5% | +1,296.2% | +896.5% |
| 5Y | +404.1% | +85.6% | +318.6% | +259.2% |
| All | +537.8% | +128.3% | +409.5% | +347.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling