+537.8%
ASTS vs NVO
+97.3%
+440.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.7% |
| 7D | +7.3% | +2.2% | +5.2% | +6.9% |
| 30D | -8.9% | +6.0% | -14.9% | -10.1% |
| 3M | -41.9% | +7.9% | -49.8% | -43.5% |
| 6M | -40.6% | +27.1% | -67.7% | -44.9% |
| YTD | -14.2% | -3.8% | -10.4% | -15.5% |
| 1Y | +48.9% | -12.8% | +61.7% | +50.2% |
| 3Y | +1,461.7% | -46.3% | +1,508.0% | +1,603.9% |
| 5Y | +404.1% | +3.6% | +400.5% | +336.3% |
| All | +537.8% | +97.3% | +440.5% | +415.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling