+205.1%
NOK vs ASTS
+537.8%
-332.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.6% |
| 7D | -1.8% | +7.3% | -9.1% | -2.2% |
| 30D | +4.7% | -8.9% | +13.6% | +5.2% |
| 3M | -39.7% | -41.9% | +2.3% | -38.2% |
| 6M | +23.1% | -40.6% | +63.7% | +25.2% |
| YTD | +55.0% | -14.2% | +69.2% | +54.3% |
| 1Y | +118.0% | +48.9% | +69.2% | +110.1% |
| 3Y | +170.5% | +1,461.7% | -1,291.2% | +119.8% |
| 5Y | +84.9% | +404.1% | -319.3% | +48.8% |
| All | +205.1% | +537.8% | -332.7% | +133.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling