+529.7%
ASTS vs NVTS
-14.2%
+543.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.7% | +4.4% | +5.7% |
| 7D | +18.5% | +9.7% | +8.8% | +16.0% |
| 30D | -8.1% | -13.6% | +5.5% | -4.8% |
| 3M | -28.2% | -51.0% | +22.8% | -15.9% |
| 6M | -26.1% | +46.3% | -72.4% | -34.3% |
| YTD | -9.0% | +68.1% | -77.0% | -21.1% |
| 1Y | +62.2% | +113.9% | -51.7% | +32.7% |
| 3Y | +1,621.9% | +45.3% | +1,576.6% | +1,280.2% |
| All | +529.7% | -14.2% | +543.9% | +382.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling