+425.9%
ASTS vs NYT
+38.5%
+387.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.0% | -3.6% | -4.6% |
| 7D | 0.0% | -1.6% | +1.6% | +0.9% |
| 30D | -9.2% | +2.8% | -12.0% | -10.6% |
| 3M | -29.6% | -9.2% | -20.4% | -27.3% |
| 6M | -30.5% | -17.1% | -13.4% | -25.3% |
| YTD | -14.1% | -3.2% | -10.8% | -16.4% |
| 1Y | +69.1% | +15.7% | +53.4% | +46.4% |
| 3Y | +1,525.5% | +55.7% | +1,469.8% | +1,003.0% |
| 5Y | +425.9% | +39.4% | +386.5% | +254.8% |
| All | +425.9% | +38.5% | +387.4% | +254.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling