+413.4%
ASTS vs NLY
+26.0%
+387.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.3% | -1.4% |
| 7D | -3.6% | -3.6% | +0.1% | -0.1% |
| 30D | -16.4% | -4.9% | -11.4% | -12.2% |
| 3M | -31.4% | +6.2% | -37.6% | -35.4% |
| 6M | -31.6% | +4.5% | -36.0% | -34.7% |
| YTD | -17.5% | +5.1% | -22.7% | -21.1% |
| 1Y | +59.4% | +13.5% | +45.9% | +41.6% |
| 3Y | +1,460.2% | +65.6% | +1,394.6% | +887.8% |
| 5Y | +413.4% | +26.9% | +386.5% | +398.3% |
| All | +413.4% | +26.0% | +387.4% | +398.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling