+538.9%
ASTS vs NVMI
+1,006.7%
-467.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.7% | -5.1% |
| 7D | 0.0% | +6.9% | -6.9% | -3.8% |
| 30D | -9.2% | -2.8% | -6.4% | -7.5% |
| 3M | -29.6% | -27.3% | -2.3% | -16.4% |
| 6M | -30.5% | -13.7% | -16.8% | -24.7% |
| YTD | -14.1% | +13.8% | -27.9% | -18.4% |
| 1Y | +69.1% | +34.9% | +34.3% | +48.9% |
| 3Y | +1,525.5% | +213.5% | +1,312.0% | +783.4% |
| 5Y | +425.9% | +272.5% | +153.4% | +166.9% |
| All | +538.9% | +1,006.7% | -467.8% | +198.0% |
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