+512.7%
ASTS vs NVO
+82.3%
+430.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.1% | +0.4% |
| 7D | -3.9% | -7.6% | +3.6% | -2.2% |
| 30D | -19.4% | -6.0% | -13.5% | -18.3% |
| 3M | -38.6% | -0.8% | -37.9% | -39.2% |
| 6M | -32.1% | +16.5% | -48.6% | -35.7% |
| YTD | -17.6% | -11.1% | -6.5% | -17.3% |
| 1Y | +56.0% | -16.7% | +72.7% | +59.2% |
| 3Y | +1,438.8% | -52.9% | +1,491.7% | +1,634.8% |
| 5Y | +412.9% | -3.0% | +415.9% | +351.3% |
| All | +512.7% | +82.3% | +430.4% | +404.6% |
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