+537.8%
ASTS vs NVT
+666.1%
-128.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -1.0% |
| 7D | +7.3% | +5.1% | +2.3% | +4.8% |
| 30D | -8.9% | -3.7% | -5.2% | -7.2% |
| 3M | -41.9% | -10.1% | -31.8% | -39.0% |
| 6M | -40.6% | +37.5% | -78.1% | -49.5% |
| YTD | -14.2% | +53.7% | -67.9% | -30.3% |
| 1Y | +48.9% | +70.9% | -22.0% | +17.7% |
| 3Y | +1,461.7% | +180.4% | +1,281.3% | +875.0% |
| 5Y | +404.1% | +393.5% | +10.7% | +166.0% |
| All | +537.8% | +666.1% | -128.3% | +233.3% |
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