+1,987.6%
ASTS vs NVDX
+815.5%
+1,172.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.9% | -3.7% | -5.1% |
| 7D | 0.0% | -0.9% | +0.9% | +0.2% |
| 30D | -9.2% | +3.0% | -12.2% | -10.2% |
| 3M | -29.6% | +6.8% | -36.4% | -31.4% |
| 6M | -30.5% | +28.6% | -59.1% | -36.2% |
| YTD | -14.1% | +17.0% | -31.1% | -19.6% |
| 1Y | +69.1% | +27.0% | +42.1% | +53.7% |
| All | +1,987.6% | +815.5% | +1,172.1% | +1,820.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 10y: compounded portfolio wealth divided by compounded NVDX 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…
10y analysis · Full analysis span regression · 6 months rolling