+706.2%
ASTS vs NWSA
+23.7%
+682.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.3% | +7.4% | +7.3% |
| 7D | -21.1% | -9.4% | -11.7% | -15.2% |
| 30D | -46.7% | -7.8% | -38.9% | -43.7% |
| 3M | -52.0% | -10.8% | -41.2% | -48.5% |
| 6M | -54.3% | +1.1% | -55.3% | -56.8% |
| YTD | -55.5% | +1.8% | -57.3% | -58.8% |
| 1Y | -50.5% | +6.0% | -56.5% | -56.3% |
| 3Y | +706.2% | +24.6% | +681.7% | +523.8% |
| All | +706.2% | +23.7% | +682.6% | +523.8% |
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