+248.8%
ASTS vs NVTS
-28.0%
+276.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +7.4% | +1.3% | +6.9% |
| 7D | +2.8% | +7.9% | -5.1% | +1.4% |
| 30D | -28.8% | +0.8% | -29.6% | -28.8% |
| 3M | -48.9% | -26.0% | -22.9% | -45.0% |
| 6M | -55.6% | -55.5% | -0.1% | -47.3% |
| YTD | -49.6% | +41.0% | -90.6% | -54.4% |
| 1Y | -46.1% | +10.4% | -56.5% | -48.4% |
| 3Y | +749.7% | +60.9% | +688.8% | +552.4% |
| 5Y | +193.2% | -42.8% | +236.0% | +155.3% |
| All | +248.8% | -28.0% | +276.7% | +178.9% |
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