+431.2%
ASTS vs NVS
+113.6%
+317.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.9% |
| 7D | +7.3% | +4.0% | +3.3% | +5.8% |
| 30D | -8.9% | +3.6% | -12.5% | -10.1% |
| 3M | -41.9% | +7.8% | -49.7% | -43.5% |
| 6M | -40.6% | -0.2% | -40.4% | -40.7% |
| YTD | -14.2% | +19.6% | -33.8% | -19.4% |
| 1Y | +48.9% | +28.4% | +20.5% | +36.5% |
| 3Y | +1,461.7% | +76.2% | +1,385.5% | +1,151.8% |
| All | +431.2% | +113.6% | +317.6% | +234.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling