+1,281.3%
AVGO vs ASTS
+233.7%
+1,047.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -5.5% | +0.7% | -4.2% |
| 7D | +18.2% | +0.8% | +17.3% | +17.9% |
| 30D | +0.2% | -22.6% | +22.9% | +2.7% |
| 3M | -16.8% | -54.4% | +37.6% | -10.4% |
| 6M | -16.5% | -56.4% | +40.0% | -10.8% |
| YTD | +0.8% | -55.1% | +55.9% | +5.2% |
| 1Y | +2.8% | -46.9% | +49.8% | +5.1% |
| 3Y | +278.5% | +715.0% | -436.5% | +194.1% |
| 5Y | +573.1% | +153.7% | +419.4% | +438.6% |
| All | +1,281.3% | +233.7% | +1,047.6% | +887.2% |
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