+179.1%
NOW vs ASTS
+537.8%
-358.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.0% |
| 7D | -2.4% | +7.3% | -9.7% | -3.0% |
| 30D | +20.5% | -8.9% | +29.4% | +21.1% |
| 3M | +18.3% | -41.9% | +60.3% | +22.2% |
| 6M | +24.1% | -40.6% | +64.7% | +26.0% |
| YTD | -7.8% | -14.2% | +6.4% | -10.7% |
| 1Y | -21.4% | +48.9% | -70.2% | -28.9% |
| 3Y | +19.5% | +1,461.7% | -1,442.1% | -23.0% |
| 5Y | +4.1% | +404.1% | -400.0% | -30.4% |
| All | +179.1% | +537.8% | -358.6% | +78.1% |
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