+168.5%
ASTS vs NSC
+34.1%
+134.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.8% | -6.6% | -6.3% |
| 7D | +14.2% | +1.6% | +12.6% | +13.1% |
| 30D | -26.7% | +4.2% | -30.9% | -28.5% |
| 3M | -53.6% | -0.2% | -53.3% | -53.6% |
| 6M | -52.7% | +7.6% | -60.3% | -55.5% |
| YTD | -52.5% | +17.4% | -69.9% | -58.0% |
| 1Y | -46.5% | +18.3% | -64.8% | -53.0% |
| 3Y | +700.5% | +79.8% | +620.7% | +423.7% |
| 5Y | +168.5% | +34.3% | +134.2% | +102.8% |
| All | +168.5% | +34.1% | +134.4% | +102.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling