-52.5%
NKE vs ASTS
+233.7%
-286.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.1% | +0.9% |
| 7D | -1.6% | +0.8% | -2.4% | -1.7% |
| 30D | +7.6% | -22.6% | +30.3% | +8.8% |
| 3M | -6.9% | -54.4% | +47.5% | -3.6% |
| 6M | -8.5% | -56.4% | +47.9% | -5.9% |
| YTD | -38.8% | -55.1% | +16.3% | -38.0% |
| 1Y | -40.6% | -46.9% | +6.4% | -40.9% |
| 3Y | -60.9% | +715.0% | -775.9% | -70.1% |
| 5Y | -75.4% | +153.7% | -229.1% | -80.7% |
| All | -52.5% | +233.7% | -286.1% | -66.9% |
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