+56.4%
NU vs ASTS
+649.4%
-593.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -5.5% | +17.3% | +12.1% |
| 7D | +9.9% | +0.8% | +9.1% | +9.7% |
| 30D | -11.5% | -22.6% | +11.2% | -10.3% |
| 3M | -5.1% | -54.4% | +49.3% | -1.1% |
| 6M | +3.1% | -56.4% | +59.5% | +6.5% |
| YTD | -21.0% | -55.1% | +34.1% | -19.3% |
| 1Y | -15.2% | -46.9% | +31.7% | -14.4% |
| 3Y | +56.4% | +715.0% | -658.6% | +61.9% |
| All | +56.4% | +649.4% | -593.0% | +61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling