+309.2%
NVDA vs ASTS
+688.5%
-379.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.1% | -4.3% | +2.1% |
| 7D | -8.8% | -21.1% | +12.3% | -6.9% |
| 30D | -21.4% | -46.7% | +25.3% | -17.2% |
| 3M | -14.7% | -52.0% | +37.3% | -9.5% |
| 6M | -10.0% | -54.3% | +44.3% | -5.5% |
| YTD | +0.3% | -55.5% | +55.8% | +4.1% |
| 1Y | -0.5% | -50.5% | +49.9% | +1.7% |
| 3Y | +309.2% | +706.2% | -397.1% | +289.5% |
| All | +309.2% | +688.5% | -379.4% | +289.5% |
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 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