+223.9%
NOK vs ASTS
+576.8%
-352.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.1% | +0.1% | +5.8% |
| 7D | +7.3% | +18.5% | -11.2% | +6.2% |
| 30D | +13.8% | -8.1% | +21.9% | +14.3% |
| 3M | -27.0% | -28.2% | +1.2% | -26.1% |
| 6M | +37.6% | -26.1% | +63.7% | +38.6% |
| YTD | +64.6% | -9.0% | +73.6% | +63.3% |
| 1Y | +132.0% | +62.2% | +69.8% | +122.6% |
| 3Y | +183.7% | +1,621.9% | -1,438.2% | +129.3% |
| 5Y | +101.3% | +457.0% | -355.7% | +61.7% |
| All | +223.9% | +576.8% | -352.8% | +146.6% |
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