+19.7%
NU vs ASTS
+285.9%
-266.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +14.1% | -11.4% | +1.2% |
| 7D | +6.4% | +1.5% | +4.8% | +5.9% |
| 30D | -23.3% | -27.6% | +4.3% | -20.9% |
| 3M | -10.7% | -48.7% | +38.0% | -4.7% |
| 6M | -10.4% | -50.8% | +40.4% | -6.1% |
| YTD | -26.2% | -49.2% | +23.0% | -24.6% |
| 1Y | -22.1% | -46.7% | +24.6% | -21.7% |
| 3Y | +49.6% | +793.2% | -743.6% | -11.4% |
| All | +19.7% | +285.9% | -266.2% | -19.7% |
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