-46.3%
ASTS vs NVTS
+14.0%
-60.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +11.3% | +2.8% | +8.4% |
| 7D | +1.5% | +20.8% | -19.3% | -7.6% |
| 30D | -27.6% | -11.1% | -16.5% | -23.7% |
| 3M | -48.7% | -31.0% | -17.7% | -39.2% |
| 6M | -50.8% | -47.4% | -3.5% | -39.2% |
| YTD | -49.2% | +34.2% | -83.4% | -72.7% |
| All | -46.3% | +14.0% | -60.4% | -59.2% |
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