-6.8%
AVGO vs ASTS
-47.5%
+40.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -1.4% |
| 7D | -7.5% | -15.8% | +8.3% | -5.0% |
| 30D | -10.2% | -39.0% | +28.8% | -3.5% |
| 3M | -22.0% | -49.3% | +27.3% | -14.3% |
| 6M | -21.6% | -47.9% | +26.4% | -16.3% |
| YTD | -5.4% | -51.0% | +45.5% | -3.0% |
| 1Y | -6.8% | -49.2% | +42.3% | -4.3% |
| All | -6.8% | -47.5% | +40.6% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling