+513.2%
ASTS vs NYT
+128.4%
+384.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -3.6% | -0.7% | -2.8% | -3.3% |
| 30D | -16.4% | +4.5% | -20.8% | -17.6% |
| 3M | -31.4% | -8.5% | -22.9% | -30.0% |
| 6M | -31.6% | -15.1% | -16.5% | -28.7% |
| YTD | -17.5% | -3.3% | -14.2% | -18.6% |
| 1Y | +59.4% | +17.0% | +42.4% | +45.8% |
| 3Y | +1,460.2% | +55.7% | +1,404.5% | +1,158.1% |
| 5Y | +413.4% | +38.9% | +374.5% | +296.8% |
| All | +513.2% | +128.4% | +384.8% | +377.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 10y: compounded portfolio wealth divided by compounded NYT 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…
10y analysis · Full analysis span regression · 6 months rolling