+244.8%
ASTS vs NVO
+72.3%
+172.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.6% | -7.0% | -8.3% |
| 7D | -9.3% | +1.3% | -10.6% | -9.4% |
| 30D | -33.9% | +5.3% | -39.2% | -34.6% |
| 3M | -51.0% | -13.6% | -37.4% | -49.4% |
| 6M | -55.1% | -10.5% | -44.6% | -54.5% |
| YTD | -53.6% | -16.0% | -37.6% | -52.9% |
| 1Y | -51.0% | -7.0% | -44.0% | -51.5% |
| 3Y | +681.7% | -56.1% | +737.8% | +798.1% |
| 5Y | +182.4% | -19.0% | +201.4% | +156.1% |
| All | +244.8% | +72.3% | +172.6% | +187.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 10y: compounded portfolio wealth divided by compounded NVO 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…
10y analysis · Full analysis span regression · 6 months rolling