+160.4%
ASTS vs NEM
+120.8%
+39.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -6.0% | -5.7% |
| 7D | +0.8% | -6.4% | +7.3% | +3.5% |
| 30D | -22.6% | +1.4% | -24.1% | -23.3% |
| 3M | -54.4% | -0.7% | -53.7% | -54.4% |
| 6M | -56.4% | -4.5% | -52.0% | -56.1% |
| YTD | -55.1% | +14.0% | -69.2% | -56.7% |
| 1Y | -46.9% | +27.3% | -74.2% | -50.0% |
| 3Y | +715.0% | +250.5% | +464.5% | +532.3% |
| All | +160.4% | +120.8% | +39.6% | +97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling