-50.5%
ASTS vs NEM
+48.1%
-98.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.0% | +6.1% | +6.4% |
| 7D | -21.1% | +13.4% | -34.5% | -28.2% |
| 30D | -46.7% | +6.5% | -53.2% | -49.4% |
| 3M | -52.0% | +14.9% | -66.9% | -57.2% |
| 6M | -54.3% | +5.5% | -59.8% | -57.0% |
| YTD | -55.5% | +21.9% | -77.4% | -63.8% |
| 1Y | -50.5% | +47.9% | -98.4% | -63.7% |
| All | -50.5% | +48.1% | -98.5% | -63.7% |
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 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