-49.2%
ASTS vs NEM
+50.9%
-100.0%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +9.9% | -14.0% | -10.5% |
| 7D | -15.8% | +3.7% | -19.5% | -18.3% |
| 30D | -39.0% | +2.0% | -41.0% | -40.3% |
| 3M | -49.3% | +21.1% | -70.4% | -56.7% |
| 6M | -47.9% | +9.5% | -57.5% | -52.1% |
| YTD | -51.0% | +19.1% | -70.0% | -59.2% |
| 1Y | -49.2% | +51.1% | -100.3% | -62.4% |
| All | -49.2% | +50.9% | -100.0% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling