+1,221.5%
AVGO vs ASTS
+244.8%
+976.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -8.7% | +12.6% | +4.8% |
| 7D | 0.0% | -9.3% | +9.3% | +0.9% |
| 30D | -8.2% | -33.9% | +25.7% | -4.4% |
| 3M | -21.3% | -51.0% | +29.7% | -15.8% |
| 6M | -22.5% | -55.1% | +32.6% | -17.6% |
| YTD | -3.6% | -53.6% | +50.1% | +0.4% |
| 1Y | -6.7% | -51.0% | +44.3% | -3.9% |
| 3Y | +258.1% | +681.7% | -423.5% | +179.4% |
| 5Y | +560.9% | +182.4% | +378.5% | +424.3% |
| All | +1,221.5% | +244.8% | +976.7% | +841.6% |
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