+296.9%
ANET vs ASTS
+1,640.0%
-1,343.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.1% | -5.5% | +0.1% |
| 7D | +3.0% | +18.5% | -15.5% | +1.5% |
| 30D | +3.3% | -8.1% | +11.4% | +3.9% |
| 3M | +24.7% | -28.2% | +52.8% | +26.8% |
| 6M | +46.7% | -26.1% | +72.8% | +47.3% |
| YTD | +48.8% | -9.0% | +57.8% | +46.0% |
| 1Y | +39.2% | +62.2% | -22.9% | +29.7% |
| 3Y | +296.9% | +1,621.9% | -1,324.9% | +253.0% |
| All | +296.9% | +1,640.0% | -1,343.1% | +253.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling