+168.5%
ASTS vs NVTS
-48.0%
+216.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.1% | -0.7% | -4.5% |
| 7D | +14.2% | +21.6% | -7.4% | +9.3% |
| 30D | -26.7% | -8.5% | -18.2% | -24.8% |
| 3M | -53.6% | -31.4% | -22.2% | -49.1% |
| 6M | -52.7% | -50.3% | -2.4% | -45.2% |
| YTD | -52.5% | +33.9% | -86.4% | -56.4% |
| 1Y | -46.5% | +10.6% | -57.2% | -48.7% |
| 3Y | +700.5% | +52.7% | +647.7% | +524.6% |
| 5Y | +168.5% | -48.5% | +217.0% | +124.8% |
| All | +168.5% | -48.0% | +216.5% | +124.8% |
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