+277.6%
ASTS vs NXPI
+149.5%
+128.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +3.3% | +10.8% | +12.3% |
| 7D | +1.5% | -0.3% | +1.9% | +2.4% |
| 30D | -27.6% | +12.7% | -40.3% | -31.7% |
| 3M | -48.7% | +7.5% | -56.2% | -50.2% |
| 6M | -50.8% | -12.3% | -38.5% | -46.4% |
| YTD | -49.2% | +19.7% | -68.9% | -54.3% |
| 1Y | -46.7% | +27.6% | -74.2% | -53.4% |
| 3Y | +793.2% | +50.0% | +743.3% | +625.7% |
| 5Y | +195.6% | +27.2% | +168.4% | +149.8% |
| All | +277.6% | +149.5% | +128.1% | +205.0% |
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