+148.8%
NOK vs ASTS
+277.6%
-128.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +14.1% | -7.3% | +5.9% |
| 7D | -1.4% | +1.5% | -3.0% | -1.6% |
| 30D | -21.0% | -27.6% | +6.6% | -19.5% |
| 3M | -12.6% | -48.7% | +36.1% | -9.2% |
| 6M | -36.2% | -50.8% | +14.7% | -33.9% |
| YTD | +26.4% | -49.2% | +75.6% | +29.7% |
| 1Y | +19.6% | -46.7% | +66.3% | +22.0% |
| 3Y | +152.6% | +793.2% | -640.7% | +112.6% |
| 5Y | +57.3% | +195.6% | -138.3% | +30.3% |
| All | +148.8% | +277.6% | -128.8% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 ASTS 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