+174.0%
ASTS vs NVTS
-42.8%
+216.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +9.5% | -2.5% | +4.7% |
| 7D | -21.1% | +1.5% | -22.6% | -21.2% |
| 30D | -46.7% | -23.8% | -22.9% | -43.1% |
| 3M | -52.0% | -30.6% | -21.4% | -47.6% |
| 6M | -54.3% | -48.4% | -5.9% | -47.4% |
| YTD | -55.5% | +20.6% | -76.1% | -58.3% |
| 1Y | -50.5% | -2.5% | -47.9% | -51.6% |
| 3Y | +706.2% | +44.0% | +662.3% | +532.2% |
| All | +174.0% | -42.8% | +216.8% | +128.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling