+274.8%
ASTS vs NEM
+259.4%
+15.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.2% | +9.9% | +9.0% |
| 7D | +2.8% | +0.3% | +2.5% | +2.8% |
| 30D | -28.8% | +1.1% | -30.0% | -29.1% |
| 3M | -48.9% | +1.3% | -50.2% | -49.1% |
| 6M | -55.6% | -1.4% | -54.2% | -55.8% |
| YTD | -49.6% | +19.4% | -69.0% | -51.1% |
| 1Y | -46.1% | +32.9% | -79.0% | -48.4% |
| 3Y | +749.7% | +267.0% | +482.6% | +643.0% |
| 5Y | +193.2% | +131.0% | +62.2% | +150.7% |
| All | +274.8% | +259.4% | +15.4% | +216.7% |
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