+1,531.9%
ANET vs ASTS
+513.2%
+1,018.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -1.7% |
| 7D | -1.3% | -3.6% | +2.3% | -1.0% |
| 30D | -4.5% | -16.4% | +11.9% | -3.0% |
| 3M | +24.5% | -31.4% | +55.9% | +27.5% |
| 6M | +35.4% | -31.6% | +66.9% | +36.9% |
| YTD | +44.2% | -17.5% | +61.7% | +42.2% |
| 1Y | +25.4% | +59.4% | -34.0% | +15.2% |
| 3Y | +284.8% | +1,460.2% | -1,175.4% | +173.5% |
| 5Y | +761.7% | +413.4% | +348.3% | +530.3% |
| All | +1,531.9% | +513.2% | +1,018.7% | +1,009.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 ASTS 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