+230.9%
ASTS vs NVS
+141.4%
+89.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.4% | +6.7% | +7.0% |
| 7D | -21.1% | +1.1% | -22.2% | -21.2% |
| 30D | -46.7% | +13.4% | -60.1% | -48.1% |
| 3M | -52.0% | +5.4% | -57.4% | -52.9% |
| 6M | -54.3% | +9.6% | -63.8% | -55.5% |
| YTD | -55.5% | +21.5% | -77.0% | -57.8% |
| 1Y | -50.5% | +32.3% | -82.8% | -54.0% |
| 3Y | +706.2% | +92.9% | +613.3% | +571.7% |
| 5Y | +165.2% | +134.3% | +30.9% | +107.6% |
| All | +230.9% | +141.4% | +89.5% | +152.2% |
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