+449.3%
NVDA vs ASTS
+173.8%
+275.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.8% | +1.4% | -3.6% |
| 7D | -8.5% | +14.2% | -22.7% | -10.2% |
| 30D | -27.3% | -26.7% | -0.6% | -24.7% |
| 3M | -25.8% | -53.6% | +27.8% | -19.0% |
| 6M | -24.6% | -52.7% | +28.2% | -19.5% |
| YTD | -10.7% | -52.5% | +41.8% | -7.4% |
| 1Y | -14.0% | -46.5% | +32.5% | -13.1% |
| 3Y | +244.9% | +700.5% | -455.6% | +111.7% |
| 5Y | +449.3% | +168.5% | +280.8% | +306.4% |
| All | +449.3% | +173.8% | +275.5% | +306.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling