+706.2%
ASTS vs NSC
+74.1%
+632.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.8% | +9.9% | +8.5% |
| 7D | -21.1% | -6.6% | -14.5% | -18.2% |
| 30D | -46.7% | +2.2% | -48.8% | -47.4% |
| 3M | -52.0% | -6.2% | -45.8% | -50.5% |
| 6M | -54.3% | +1.7% | -55.9% | -55.5% |
| YTD | -55.5% | +12.2% | -67.7% | -59.5% |
| 1Y | -50.5% | +15.4% | -65.9% | -55.7% |
| 3Y | +706.2% | +73.3% | +632.9% | +373.6% |
| All | +706.2% | +74.1% | +632.2% | +373.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling