-52.0%
NKE vs ASTS
+537.8%
-589.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.0% |
| 7D | -2.0% | +7.3% | -9.3% | -2.4% |
| 30D | -8.6% | -8.9% | +0.3% | -8.3% |
| 3M | -11.0% | -41.9% | +30.9% | -9.1% |
| 6M | -33.2% | -40.6% | +7.4% | -32.4% |
| YTD | -38.1% | -14.2% | -23.9% | -39.2% |
| 1Y | -47.4% | +48.9% | -96.2% | -50.6% |
| 3Y | -59.8% | +1,461.7% | -1,521.4% | -70.3% |
| 5Y | -74.2% | +404.1% | -478.4% | -80.4% |
| All | -52.0% | +537.8% | -589.7% | -67.5% |
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