+537.8%
ASTS vs NSC
+105.5%
+432.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +7.3% | -5.5% | +12.9% | +9.4% |
| 30D | -8.9% | -3.2% | -5.7% | -8.0% |
| 3M | -41.9% | +7.7% | -49.6% | -44.0% |
| 6M | -40.6% | +4.5% | -45.1% | -42.0% |
| YTD | -14.2% | +15.6% | -29.8% | -19.4% |
| 1Y | +48.9% | +19.8% | +29.0% | +38.2% |
| 3Y | +1,461.7% | +70.1% | +1,391.6% | +1,193.3% |
| 5Y | +404.1% | +46.1% | +358.0% | +331.5% |
| All | +537.8% | +105.5% | +432.2% | +440.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling