+1,573.2%
ANET vs ASTS
+537.8%
+1,035.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | -0.8% | +7.3% | -8.2% | -1.5% |
| 30D | -1.8% | -8.9% | +7.1% | -1.1% |
| 3M | +16.7% | -41.9% | +58.7% | +21.3% |
| 6M | +43.7% | -40.6% | +84.3% | +47.1% |
| YTD | +47.9% | -14.2% | +62.1% | +45.3% |
| 1Y | +37.3% | +48.9% | -11.6% | +26.8% |
| 3Y | +292.7% | +1,461.7% | -1,168.9% | +179.4% |
| 5Y | +753.8% | +404.1% | +349.7% | +523.9% |
| All | +1,573.2% | +537.8% | +1,035.5% | +1,033.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling