+512.7%
ASTS vs NLY
+47.5%
+465.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -3.9% | -4.0% | +0.1% | -2.1% |
| 30D | -19.4% | -5.2% | -14.2% | -17.4% |
| 3M | -38.6% | +2.8% | -41.5% | -39.5% |
| 6M | -32.1% | +4.2% | -36.3% | -33.4% |
| YTD | -17.6% | +4.7% | -22.3% | -18.8% |
| 1Y | +56.0% | +12.7% | +43.3% | +48.8% |
| 3Y | +1,438.8% | +62.5% | +1,376.3% | +1,185.0% |
| 5Y | +412.9% | +26.3% | +386.6% | +342.8% |
| All | +512.7% | +47.5% | +465.2% | +426.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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