+233.7%
ASTS vs NOC
+74.8%
+158.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.5% |
| 7D | +0.8% | +4.8% | -4.0% | +0.4% |
| 30D | -22.6% | +11.0% | -33.7% | -23.4% |
| 3M | -54.4% | -3.8% | -50.6% | -54.3% |
| 6M | -56.4% | +0.6% | -57.1% | -56.5% |
| YTD | -55.1% | -2.3% | -52.8% | -54.4% |
| 1Y | -46.9% | +0.3% | -47.2% | -46.1% |
| 3Y | +715.0% | +24.6% | +690.4% | +738.5% |
| 5Y | +153.7% | +66.0% | +87.7% | +160.2% |
| All | +233.7% | +74.8% | +158.9% | +237.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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