+233.7%
ASTS vs NXPI
+157.9%
+75.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.7% | -5.0% |
| 7D | +0.8% | +6.8% | -5.9% | -2.6% |
| 30D | -22.6% | +20.0% | -42.7% | -29.6% |
| 3M | -54.4% | +14.8% | -69.2% | -57.4% |
| 6M | -56.4% | -10.5% | -46.0% | -53.2% |
| YTD | -55.1% | +23.7% | -78.8% | -60.4% |
| 1Y | -46.9% | +34.1% | -81.0% | -54.8% |
| 3Y | +715.0% | +51.2% | +663.8% | +556.7% |
| 5Y | +153.7% | +33.4% | +120.3% | +109.8% |
| All | +233.7% | +157.9% | +75.7% | +164.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NXPI.
Daily Out/Under-Performance
Portfolio return minus NXPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXPI 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 NXPI 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