+537.8%
ASTS vs NEM
+288.6%
+249.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.7% |
| 7D | +7.3% | +0.3% | +7.0% | +7.3% |
| 30D | -8.9% | +23.1% | -32.0% | -13.2% |
| 3M | -41.9% | +18.5% | -60.4% | -44.2% |
| 6M | -40.6% | +7.8% | -48.4% | -42.0% |
| YTD | -14.2% | +29.1% | -43.3% | -18.3% |
| 1Y | +48.9% | +72.7% | -23.8% | +37.0% |
| 3Y | +1,461.7% | +248.7% | +1,212.9% | +1,245.4% |
| 5Y | +404.1% | +148.7% | +255.4% | +323.8% |
| All | +537.8% | +288.6% | +249.2% | +429.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling