+230.9%
ASTS vs NVT
+422.4%
-191.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +8.0% | -0.9% | +3.1% |
| 7D | -21.1% | -15.7% | -5.4% | -14.1% |
| 30D | -46.7% | -36.6% | -10.1% | -33.8% |
| 3M | -52.0% | -34.8% | -17.2% | -41.4% |
| 6M | -54.3% | -38.2% | -16.0% | -42.9% |
| YTD | -55.5% | +4.8% | -60.3% | -56.8% |
| 1Y | -50.5% | -2.8% | -47.7% | -49.8% |
| 3Y | +706.2% | +119.5% | +586.7% | +474.0% |
| 5Y | +165.2% | +204.7% | -39.5% | +68.8% |
| All | +230.9% | +422.4% | -191.5% | +106.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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