+230.9%
ASTS vs NEM
+266.8%
-35.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.0% | +6.1% | +6.8% |
| 7D | -21.1% | +13.4% | -34.5% | -23.7% |
| 30D | -46.7% | +6.5% | -53.2% | -47.7% |
| 3M | -52.0% | +14.9% | -66.9% | -53.7% |
| 6M | -54.3% | +5.5% | -59.8% | -55.1% |
| YTD | -55.5% | +21.9% | -77.4% | -57.1% |
| 1Y | -50.5% | +47.9% | -98.4% | -53.4% |
| 3Y | +706.2% | +238.2% | +468.1% | +601.9% |
| 5Y | +165.2% | +146.2% | +19.0% | +126.0% |
| All | +230.9% | +266.8% | -35.9% | +177.8% |
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