+576.8%
ASTS vs NEM
+285.6%
+291.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.8% | +6.9% | +6.3% |
| 7D | +18.5% | +3.9% | +14.6% | +17.4% |
| 30D | -8.1% | +12.7% | -20.8% | -10.7% |
| 3M | -28.2% | +28.7% | -56.8% | -32.3% |
| 6M | -26.1% | +9.8% | -35.9% | -28.1% |
| YTD | -9.0% | +28.1% | -37.1% | -13.1% |
| 1Y | +62.2% | +69.3% | -7.2% | +49.7% |
| 3Y | +1,621.9% | +247.7% | +1,374.2% | +1,386.0% |
| 5Y | +457.0% | +153.4% | +303.7% | +369.8% |
| All | +576.8% | +285.6% | +291.2% | +463.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling