+537.8%
ASTS vs NET
+1,548.5%
-1,010.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.9% |
| 7D | +7.3% | -7.0% | +14.3% | +9.7% |
| 30D | -8.9% | -4.8% | -4.1% | -7.8% |
| 3M | -41.9% | +3.8% | -45.8% | -42.7% |
| 6M | -40.6% | +50.0% | -90.6% | -50.7% |
| YTD | -14.2% | +41.5% | -55.7% | -28.7% |
| 1Y | +48.9% | +32.8% | +16.0% | +27.6% |
| 3Y | +1,461.7% | +335.9% | +1,125.8% | +792.2% |
| 5Y | +404.1% | +113.8% | +290.3% | +206.6% |
| All | +537.8% | +1,548.5% | -1,010.7% | +238.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 10y: compounded portfolio wealth divided by compounded NET 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…
10y analysis · Full analysis span regression · 6 months rolling