+1,119.4%
NBIS vs ASTS
+131.8%
+987.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +6.1% | +1.6% | +5.1% |
| 7D | +22.2% | +18.5% | +3.7% | +13.3% |
| 30D | +29.7% | -8.1% | +37.8% | +34.6% |
| 3M | +11.9% | -28.2% | +40.0% | +26.4% |
| 6M | +173.0% | -26.1% | +199.1% | +185.3% |
| YTD | +191.4% | -9.0% | +200.3% | +170.4% |
| 1Y | +280.7% | +62.2% | +218.5% | +164.0% |
| All | +1,119.4% | +131.8% | +987.6% | +506.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 10y: compounded portfolio wealth divided by compounded ASTS 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…
10y analysis · Full analysis span regression · 6 months rolling