+547.5%
NBIS vs ASTS
+13.4%
+534.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +7.1% | +0.5% | +4.3% |
| 7D | -16.0% | -21.1% | +5.1% | -5.9% |
| 30D | -45.4% | -46.7% | +1.3% | -27.2% |
| 3M | -31.8% | -52.0% | +20.2% | -5.0% |
| 6M | -33.6% | -54.3% | +20.6% | -11.1% |
| YTD | +54.7% | -55.5% | +110.2% | +98.5% |
| 1Y | +18.3% | -50.5% | +68.8% | +41.7% |
| All | +547.5% | +13.4% | +534.1% | +344.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling