+1,473.5%
ASTS vs NVDL
+2,772.7%
-1,299.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.4% | -0.2% |
| 7D | +7.3% | +11.7% | -4.3% | +4.2% |
| 30D | -8.9% | +7.8% | -16.7% | -10.9% |
| 3M | -41.9% | +3.3% | -45.2% | -42.7% |
| 6M | -40.6% | +38.9% | -79.5% | -46.5% |
| YTD | -14.2% | +28.5% | -42.7% | -21.6% |
| 1Y | +48.9% | +40.6% | +8.3% | +31.8% |
| 3Y | +1,461.7% | +648.7% | +813.0% | +830.5% |
| All | +1,473.5% | +2,772.7% | -1,299.2% | +514.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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