-51.0%
ASTS vs NEM
+39.8%
-90.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.2% | -4.5% | -5.9% |
| 7D | -9.3% | +11.6% | -20.9% | -16.1% |
| 30D | -33.9% | +1.8% | -35.7% | -34.8% |
| 3M | -51.0% | +2.5% | -53.5% | -52.2% |
| 6M | -55.1% | +3.4% | -58.5% | -57.1% |
| YTD | -53.6% | +20.9% | -74.5% | -62.7% |
| 1Y | -51.0% | +37.2% | -88.2% | -63.5% |
| All | -51.0% | +39.8% | -90.7% | -63.5% |
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