+174.0%
ASTS vs NWSA
+12.8%
+161.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.3% | +7.4% | +7.3% |
| 7D | -21.1% | -9.4% | -11.7% | -14.8% |
| 30D | -46.7% | -7.8% | -38.9% | -43.5% |
| 3M | -52.0% | -10.8% | -41.2% | -48.2% |
| 6M | -54.3% | +1.1% | -55.3% | -56.6% |
| YTD | -55.5% | +1.8% | -57.3% | -58.7% |
| 1Y | -50.5% | +6.0% | -56.5% | -55.7% |
| 3Y | +706.2% | +24.6% | +681.7% | +531.6% |
| All | +174.0% | +12.8% | +161.2% | +119.8% |
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 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