+44.8%
NU vs ASTS
+688.5%
-643.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.1% | -4.6% | +2.0% |
| 7D | +3.6% | -21.1% | +24.7% | +5.0% |
| 30D | -22.8% | -46.7% | +23.9% | -20.1% |
| 3M | -14.8% | -52.0% | +37.2% | -11.4% |
| 6M | -16.9% | -54.3% | +37.3% | -14.4% |
| YTD | -28.1% | -55.5% | +27.4% | -26.4% |
| 1Y | -24.5% | -50.5% | +25.9% | -23.5% |
| 3Y | +44.8% | +706.2% | -661.5% | +49.7% |
| All | +44.8% | +688.5% | -643.8% | +49.7% |
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 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