+1,603.5%
ANET vs ASTS
+233.7%
+1,369.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.5% | +1.0% | -4.0% |
| 7D | +15.5% | +0.8% | +14.7% | +15.4% |
| 30D | +1.0% | -22.6% | +23.6% | +3.4% |
| 3M | -3.1% | -54.4% | +51.3% | +3.8% |
| 6M | +40.2% | -56.4% | +96.7% | +48.9% |
| YTD | +50.6% | -55.1% | +105.7% | +56.8% |
| 1Y | +51.4% | -46.9% | +98.4% | +54.5% |
| 3Y | +275.3% | +715.0% | -439.7% | +184.8% |
| 5Y | +500.3% | +153.7% | +346.7% | +366.4% |
| All | +1,603.5% | +233.7% | +1,369.9% | +1,123.3% |
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