+233.7%
ASTS vs NYT
+150.8%
+82.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.9% | -7.4% | -6.1% |
| 7D | +0.8% | +6.5% | -5.7% | -1.1% |
| 30D | -22.6% | +8.4% | -31.1% | -24.5% |
| 3M | -54.4% | +13.9% | -68.4% | -56.5% |
| 6M | -56.4% | -4.8% | -51.6% | -56.3% |
| YTD | -55.1% | +6.2% | -61.3% | -57.1% |
| 1Y | -46.9% | +14.3% | -61.2% | -50.7% |
| 3Y | +715.0% | +73.6% | +641.4% | +532.2% |
| 5Y | +153.7% | +60.6% | +93.1% | +89.4% |
| All | +233.7% | +150.8% | +82.9% | +151.5% |
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