-49.2%
ASTS vs NVTS
-9.1%
-40.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +9.0% | -13.1% | -8.3% |
| 7D | -15.8% | -0.3% | -15.5% | -16.0% |
| 30D | -39.0% | -24.4% | -14.7% | -31.3% |
| 3M | -49.3% | -26.5% | -22.9% | -42.4% |
| 6M | -47.9% | -41.4% | -6.6% | -39.6% |
| YTD | -51.0% | +30.7% | -81.6% | -66.3% |
| 1Y | -49.2% | -10.8% | -38.3% | -59.6% |
| All | -49.2% | -9.1% | -40.1% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 1y: compounded portfolio wealth divided by compounded NVTS 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…
1y analysis · Full analysis span regression · 6 months rolling