+576.8%
ASTS vs NI
+86.6%
+490.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.2% | +4.9% | +5.9% |
| 7D | +18.5% | +2.3% | +16.2% | +18.0% |
| 30D | -8.1% | -1.7% | -6.4% | -7.8% |
| 3M | -28.2% | -8.0% | -20.2% | -27.3% |
| 6M | -26.1% | -8.6% | -17.5% | -25.2% |
| YTD | -9.0% | +2.3% | -11.3% | -9.8% |
| 1Y | +62.2% | +6.9% | +55.2% | +59.3% |
| 3Y | +1,621.9% | +70.6% | +1,551.3% | +1,485.1% |
| 5Y | +457.0% | +96.4% | +360.6% | +415.2% |
| All | +576.8% | +86.6% | +490.2% | +525.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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