+160.4%
ASTS vs NWSA
+18.8%
+141.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.7% | -8.2% | -7.6% |
| 7D | +0.8% | +2.2% | -1.4% | -0.8% |
| 30D | -22.6% | -8.8% | -13.9% | -17.1% |
| 3M | -54.4% | -6.5% | -47.9% | -52.4% |
| 6M | -56.4% | +1.5% | -57.9% | -58.7% |
| YTD | -55.1% | +4.0% | -59.1% | -59.1% |
| 1Y | -46.9% | +3.4% | -50.4% | -51.3% |
| 3Y | +715.0% | +34.8% | +680.2% | +498.3% |
| All | +160.4% | +18.8% | +141.6% | +102.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling