+537.8%
ASTS vs NWSA
+136.5%
+401.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.2% |
| 7D | +7.3% | -1.9% | +9.2% | +8.3% |
| 30D | -8.9% | +4.6% | -13.5% | -11.2% |
| 3M | -41.9% | +13.2% | -55.2% | -46.2% |
| 6M | -40.6% | +27.0% | -67.6% | -48.2% |
| YTD | -14.2% | +16.8% | -31.0% | -22.6% |
| 1Y | +48.9% | +4.5% | +44.3% | +41.8% |
| 3Y | +1,461.7% | +46.2% | +1,415.4% | +1,200.9% |
| 5Y | +404.1% | +40.9% | +363.2% | +313.2% |
| All | +537.8% | +136.5% | +401.3% | +427.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling