+576.8%
ASTS vs NSC
+104.6%
+472.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.5% | +6.6% | +6.3% |
| 7D | +18.5% | -1.5% | +20.0% | +19.1% |
| 30D | -8.1% | -1.9% | -6.2% | -7.5% |
| 3M | -28.2% | +6.2% | -34.4% | -30.3% |
| 6M | -26.1% | +9.2% | -35.3% | -29.1% |
| YTD | -9.0% | +15.0% | -24.0% | -14.3% |
| 1Y | +62.2% | +21.1% | +41.1% | +50.0% |
| 3Y | +1,621.9% | +78.6% | +1,543.3% | +1,309.0% |
| 5Y | +457.0% | +45.9% | +411.1% | +377.3% |
| All | +576.8% | +104.6% | +472.2% | +474.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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