+607.2%
NBIS vs ASTS
+29.3%
+577.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +14.1% | -4.9% | +2.7% |
| 7D | 0.0% | +1.5% | -1.5% | -0.3% |
| 30D | -36.0% | -27.6% | -8.4% | -25.5% |
| 3M | -24.7% | -48.7% | +24.0% | +1.5% |
| 6M | -20.1% | -50.8% | +30.7% | +4.0% |
| YTD | +69.0% | -49.2% | +118.2% | +103.9% |
| 1Y | +27.1% | -46.7% | +73.8% | +46.9% |
| All | +607.2% | +29.3% | +577.9% | +356.9% |
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