+1,539.7%
ASTS vs NVS
+80.7%
+1,459.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.6% |
| 7D | +7.3% | +4.0% | +3.3% | +6.6% |
| 30D | -8.9% | +3.6% | -12.5% | -9.4% |
| 3M | -41.9% | +7.8% | -49.7% | -42.6% |
| 6M | -40.6% | -0.2% | -40.4% | -41.0% |
| YTD | -14.2% | +19.6% | -33.8% | -15.9% |
| 1Y | +48.9% | +28.4% | +20.5% | +44.9% |
| All | +1,539.7% | +80.7% | +1,459.1% | +1,552.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling