+102.1%
NOW vs ASTS
+233.7%
-131.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.5% | +7.1% | +2.0% |
| 7D | +0.3% | +0.8% | -0.6% | +0.1% |
| 30D | -27.0% | -22.6% | -4.3% | -25.7% |
| 3M | -19.6% | -54.4% | +34.8% | -15.3% |
| 6M | +17.5% | -56.4% | +73.9% | +22.1% |
| YTD | -33.3% | -55.1% | +21.9% | -32.5% |
| 1Y | -39.8% | -46.9% | +7.1% | -40.5% |
| 3Y | -19.9% | +715.0% | -734.9% | -45.7% |
| 5Y | -26.1% | +153.7% | -179.8% | -48.1% |
| All | +102.1% | +233.7% | -131.6% | +34.7% |
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