-55.3%
ASTS vs NVS
+11.7%
-67.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +0.7% | +13.4% | +14.1% |
| 7D | +1.5% | +1.3% | +0.2% | +1.8% |
| 30D | -27.6% | +13.9% | -41.5% | -26.4% |
| 3M | -48.7% | +4.7% | -53.4% | -48.2% |
| All | -55.3% | +11.7% | -67.0% | -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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling