+253.1%
ASTS vs NVS
+138.0%
+115.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.7% | -5.8% |
| 7D | +14.2% | -1.0% | +15.3% | +14.5% |
| 30D | -26.7% | +12.5% | -39.2% | -28.5% |
| 3M | -53.6% | +5.2% | -58.8% | -54.4% |
| 6M | -52.7% | +8.2% | -60.9% | -53.9% |
| YTD | -52.5% | +19.8% | -72.3% | -54.9% |
| 1Y | -46.5% | +24.8% | -71.3% | -49.7% |
| 3Y | +700.5% | +90.0% | +610.4% | +568.9% |
| 5Y | +168.5% | +134.3% | +34.2% | +110.5% |
| All | +253.1% | +138.0% | +115.1% | +169.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling