+1,505.9%
ASTS vs NWSA
+47.8%
+1,458.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.6% |
| 7D | +7.3% | -1.9% | +9.2% | +8.8% |
| 30D | -8.9% | +4.6% | -13.5% | -12.5% |
| 3M | -41.9% | +13.2% | -55.2% | -48.9% |
| 6M | -40.6% | +27.0% | -67.6% | -53.3% |
| YTD | -14.2% | +16.8% | -31.0% | -28.2% |
| 1Y | +48.9% | +4.5% | +44.3% | +39.0% |
| All | +1,505.9% | +47.8% | +1,458.1% | +887.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 3y: compounded portfolio wealth divided by compounded NWSA 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…
3y analysis · Full analysis span regression · 6 months rolling