+253.1%
ASTS vs NYT
+146.1%
+107.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.7% | -4.1% | -5.2% |
| 7D | +14.2% | +9.0% | +5.3% | +11.4% |
| 30D | -26.7% | +6.8% | -33.5% | -28.1% |
| 3M | -53.6% | +12.1% | -65.7% | -55.4% |
| 6M | -52.7% | -7.7% | -45.0% | -52.1% |
| YTD | -52.5% | +4.2% | -56.7% | -54.3% |
| 1Y | -46.5% | +14.3% | -60.9% | -50.3% |
| 3Y | +700.5% | +69.8% | +630.7% | +525.8% |
| 5Y | +168.5% | +57.7% | +110.8% | +101.8% |
| All | +253.1% | +146.1% | +107.0% | +167.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling