+253.1%
ASTS vs NXPI
+160.1%
+93.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.8% | -5.0% | -5.3% |
| 7D | +14.2% | +9.4% | +4.9% | +8.9% |
| 30D | -26.7% | +18.1% | -44.8% | -32.6% |
| 3M | -53.6% | +15.0% | -68.6% | -56.6% |
| 6M | -52.7% | -8.4% | -44.3% | -49.8% |
| YTD | -52.5% | +24.8% | -77.3% | -58.3% |
| 1Y | -46.5% | +33.3% | -79.8% | -54.3% |
| 3Y | +700.5% | +51.0% | +649.5% | +544.8% |
| 5Y | +168.5% | +34.5% | +134.0% | +121.0% |
| All | +253.1% | +160.1% | +93.0% | +178.7% |
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