+576.8%
ASTS vs NVT
+698.2%
-121.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.2% | +1.9% | +4.1% |
| 7D | +18.5% | +10.4% | +8.1% | +13.0% |
| 30D | -8.1% | -1.3% | -6.8% | -7.5% |
| 3M | -28.2% | -0.6% | -27.6% | -28.3% |
| 6M | -26.1% | +53.8% | -79.9% | -40.5% |
| YTD | -9.0% | +60.2% | -69.1% | -27.5% |
| 1Y | +62.2% | +76.8% | -14.6% | +26.1% |
| 3Y | +1,621.9% | +191.2% | +1,430.6% | +955.8% |
| 5Y | +457.0% | +430.9% | +26.1% | +187.6% |
| All | +576.8% | +698.2% | -121.5% | +246.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 10y: compounded portfolio wealth divided by compounded NVT 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…
10y analysis · Full analysis span regression · 6 months rolling