-49.2%
ASTS vs NVS
+37.6%
-86.8%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.6% | -7.7% | -4.3% |
| 7D | -15.8% | +5.7% | -21.5% | -16.1% |
| 30D | -39.0% | +17.1% | -56.1% | -39.9% |
| 3M | -49.3% | +7.6% | -57.0% | -50.2% |
| 6M | -47.9% | +14.1% | -62.0% | -49.8% |
| YTD | -51.0% | +23.3% | -74.3% | -53.4% |
| 1Y | -49.2% | +36.0% | -85.1% | -55.0% |
| All | -49.2% | +37.6% | -86.8% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 1y: compounded portfolio wealth divided by compounded NVS 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…
1y analysis · Full analysis span regression · 6 months rolling