+230.9%
ASTS vs NVMI
+827.1%
-596.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +11.7% | -4.7% | +0.2% |
| 7D | -21.1% | +0.3% | -21.4% | -20.9% |
| 30D | -46.7% | -17.1% | -29.6% | -40.3% |
| 3M | -52.0% | -17.9% | -34.1% | -46.1% |
| 6M | -54.3% | -41.4% | -12.8% | -38.2% |
| YTD | -55.5% | -4.6% | -50.9% | -53.2% |
| 1Y | -50.5% | -0.3% | -50.2% | -48.7% |
| 3Y | +706.2% | +214.5% | +491.8% | +343.4% |
| 5Y | +165.2% | +148.5% | +16.8% | +57.6% |
| All | +230.9% | +827.1% | -596.2% | +70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling