+277.6%
ASTS vs NVS
+143.1%
+134.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +0.7% | +13.4% | +14.0% |
| 7D | +1.5% | +1.3% | +0.2% | +1.3% |
| 30D | -27.6% | +13.9% | -41.5% | -29.5% |
| 3M | -48.7% | +4.7% | -53.4% | -49.5% |
| 6M | -50.8% | +12.1% | -62.9% | -52.5% |
| YTD | -49.2% | +22.3% | -71.5% | -51.9% |
| 1Y | -46.7% | +33.5% | -80.2% | -50.6% |
| 3Y | +793.2% | +94.7% | +698.5% | +642.7% |
| 5Y | +195.6% | +137.6% | +58.0% | +131.0% |
| All | +277.6% | +143.1% | +134.5% | +187.5% |
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