+251.3%
ASTS vs NVTS
-31.5%
+282.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +11.3% | +2.8% | +11.4% |
| 7D | +1.5% | +20.8% | -19.3% | -2.8% |
| 30D | -27.6% | -11.1% | -16.5% | -25.5% |
| 3M | -48.7% | -31.0% | -17.7% | -43.9% |
| 6M | -50.8% | -47.4% | -3.5% | -43.8% |
| YTD | -49.2% | +34.2% | -83.4% | -53.5% |
| 1Y | -46.7% | +22.2% | -68.9% | -50.2% |
| 3Y | +793.2% | +68.4% | +724.9% | +571.9% |
| 5Y | +195.6% | -39.0% | +234.6% | +152.4% |
| All | +251.3% | -31.5% | +282.8% | +184.1% |
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