+233.7%
ASTS vs NVMI
+841.0%
-607.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.0% | -2.5% | -3.7% |
| 7D | +0.8% | +1.5% | -0.7% | +0.6% |
| 30D | -22.6% | -4.1% | -18.6% | -19.9% |
| 3M | -54.4% | -22.8% | -31.7% | -46.7% |
| 6M | -56.4% | -36.9% | -19.5% | -43.5% |
| YTD | -55.1% | -3.2% | -51.9% | -52.9% |
| 1Y | -46.9% | +7.1% | -54.0% | -46.6% |
| 3Y | +715.0% | +181.5% | +533.5% | +376.6% |
| 5Y | +153.7% | +141.2% | +12.5% | +52.0% |
| All | +233.7% | +841.0% | -607.3% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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