+1,031.9%
NBIS vs ASTS
+118.5%
+913.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.3% | +7.2% | +7.4% |
| 7D | +8.2% | +7.3% | +0.9% | +4.6% |
| 30D | +3.4% | -8.9% | +12.3% | +7.6% |
| 3M | -12.8% | -41.9% | +29.1% | +7.5% |
| 6M | +131.5% | -40.6% | +172.1% | +165.4% |
| YTD | +170.5% | -14.2% | +184.7% | +157.4% |
| 1Y | +248.8% | +48.9% | +199.9% | +151.3% |
| All | +1,031.9% | +118.5% | +913.5% | +476.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling