+207.9%
ASTS vs NVTS
-38.4%
+246.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +531.1% |
| 5Y | +165.2% | -42.6% | +207.9% | +129.4% |
| All | +207.9% | -38.4% | +246.3% | +155.1% |
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 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