+48.4%
NU vs ASTS
+591.6%
-543.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.1% | -6.4% | -0.9% |
| 7D | +6.0% | +18.5% | -12.5% | +4.0% |
| 30D | +10.8% | -8.1% | +18.9% | +11.6% |
| 3M | +32.2% | -28.2% | +60.3% | +35.2% |
| 6M | +5.1% | -26.1% | +31.2% | +5.2% |
| YTD | -8.4% | -9.0% | +0.5% | -11.8% |
| 1Y | +0.7% | +62.2% | -61.5% | -11.4% |
| 3Y | +125.1% | +1,621.9% | -1,496.8% | +21.6% |
| All | +48.4% | +591.6% | -543.2% | -6.0% |
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