+1,504.6%
ASTS vs NYT
+55.6%
+1,449.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.0% | -3.6% | -5.1% |
| 7D | 0.0% | -1.6% | +1.6% | +0.4% |
| 30D | -9.2% | +2.8% | -12.0% | -9.8% |
| 3M | -29.6% | -9.2% | -20.4% | -28.5% |
| 6M | -30.5% | -17.1% | -13.4% | -27.7% |
| YTD | -14.1% | -3.2% | -10.8% | -15.4% |
| 1Y | +69.1% | +15.7% | +53.4% | +54.0% |
| All | +1,504.6% | +55.6% | +1,449.1% | +1,000.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling