+133.0%
NOK vs ASTS
+230.9%
-97.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.1% | -4.4% | +2.2% |
| 7D | -10.5% | -21.1% | +10.6% | -9.2% |
| 30D | -27.9% | -46.7% | +18.8% | -25.1% |
| 3M | -18.8% | -52.0% | +33.2% | -15.2% |
| 6M | -41.9% | -54.3% | +12.3% | -39.4% |
| YTD | +18.4% | -55.5% | +73.9% | +22.5% |
| 1Y | +10.9% | -50.5% | +61.3% | +13.8% |
| 3Y | +137.9% | +706.2% | -568.3% | +101.6% |
| 5Y | +47.8% | +165.2% | -117.4% | +23.6% |
| All | +133.0% | +230.9% | -97.9% | +85.1% |
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