+115.0%
NOW vs ASTS
+264.6%
-149.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | 0.0% |
| 7D | -27.5% | -15.8% | -11.7% | -26.6% |
| 30D | -20.0% | -39.0% | +19.0% | -17.2% |
| 3M | -7.9% | -49.3% | +41.4% | -3.6% |
| 6M | +18.3% | -47.9% | +66.3% | +21.0% |
| YTD | -29.0% | -51.0% | +22.0% | -28.6% |
| 1Y | -38.7% | -49.2% | +10.4% | -39.0% |
| 3Y | -10.3% | +760.4% | -770.7% | -39.2% |
| 5Y | -22.5% | +185.6% | -208.1% | -46.0% |
| All | +115.0% | +264.6% | -149.6% | +42.6% |
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 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