+493.4%
ASTS vs NVTS
-15.6%
+509.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.3% | -6.0% | -1.2% |
| 7D | +7.3% | +2.7% | +4.6% | +6.7% |
| 30D | -8.9% | -4.5% | -4.4% | -7.8% |
| 3M | -41.9% | -61.5% | +19.6% | -28.2% |
| 6M | -40.6% | +28.0% | -68.6% | -45.6% |
| YTD | -14.2% | +65.3% | -79.5% | -25.4% |
| 1Y | +48.9% | +113.0% | -64.1% | +22.0% |
| 3Y | +1,461.7% | +34.7% | +1,427.0% | +1,179.9% |
| All | +493.4% | -15.6% | +509.0% | +356.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling