+264.6%
ASTS vs NET
+1,475.5%
-1,210.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -3.3% |
| 7D | -15.8% | -16.4% | +0.6% | -10.6% |
| 30D | -39.0% | -25.8% | -13.2% | -32.9% |
| 3M | -49.3% | -11.5% | -37.8% | -47.8% |
| 6M | -47.9% | +18.9% | -66.9% | -53.0% |
| YTD | -51.0% | +35.2% | -86.2% | -58.9% |
| 1Y | -49.2% | +14.5% | -63.6% | -54.5% |
| 3Y | +760.4% | +313.8% | +446.6% | +398.5% |
| 5Y | +185.6% | +32.6% | +153.1% | +88.7% |
| All | +264.6% | +1,475.5% | -1,210.9% | +95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling