+1,171.7%
AVGO vs ASTS
+277.6%
+894.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +14.1% | -5.3% | +7.3% |
| 7D | -0.9% | +1.5% | -2.4% | -1.0% |
| 30D | -11.6% | -27.6% | +16.0% | -8.8% |
| 3M | -25.2% | -48.7% | +23.5% | -20.4% |
| 6M | -25.4% | -50.8% | +25.4% | -21.4% |
| YTD | -7.2% | -49.2% | +42.0% | -4.3% |
| 1Y | -7.9% | -46.7% | +38.8% | -6.0% |
| 3Y | +262.1% | +793.2% | -531.1% | +178.9% |
| 5Y | +525.7% | +195.6% | +330.1% | +393.7% |
| All | +1,171.7% | +277.6% | +894.1% | +798.3% |
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 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