+762.5%
ASTS vs NVD
-98.4%
+860.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +9.0% | -14.8% | -3.0% |
| 7D | +14.2% | +17.0% | -2.8% | +20.8% |
| 30D | -26.7% | +77.3% | -104.0% | -10.0% |
| 3M | -53.6% | +61.6% | -115.2% | -43.4% |
| 6M | -52.7% | +40.7% | -93.4% | -42.5% |
| YTD | -52.5% | -10.5% | -42.0% | -47.0% |
| 1Y | -46.5% | -6.1% | -40.4% | -38.6% |
| All | +762.5% | -98.4% | +860.9% | +761.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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