+537.8%
ASTS vs NVS
+137.6%
+400.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.8% |
| 7D | +7.3% | +4.0% | +3.3% | +6.2% |
| 30D | -8.9% | +3.6% | -12.5% | -9.8% |
| 3M | -41.9% | +7.8% | -49.7% | -43.1% |
| 6M | -40.6% | -0.2% | -40.4% | -40.7% |
| YTD | -14.2% | +19.6% | -33.8% | -18.1% |
| 1Y | +48.9% | +28.4% | +20.5% | +39.6% |
| 3Y | +1,461.7% | +76.2% | +1,385.5% | +1,240.8% |
| 5Y | +404.1% | +111.1% | +293.0% | +301.3% |
| All | +537.8% | +137.6% | +400.2% | +389.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling