+277.6%
ASTS vs NEM
+279.7%
-2.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +3.5% | +10.6% | +13.3% |
| 7D | +1.5% | +14.7% | -13.2% | -1.9% |
| 30D | -27.6% | +6.2% | -33.8% | -28.8% |
| 3M | -48.7% | +11.0% | -59.7% | -50.1% |
| 6M | -50.8% | +7.9% | -58.7% | -52.0% |
| YTD | -49.2% | +26.2% | -75.4% | -51.4% |
| 1Y | -46.7% | +51.5% | -98.2% | -50.2% |
| 3Y | +793.2% | +290.6% | +502.6% | +670.4% |
| 5Y | +195.6% | +153.1% | +42.5% | +149.9% |
| All | +277.6% | +279.7% | -2.1% | +214.7% |
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