+244.4%
AVGO vs ASTS
+688.5%
-444.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.1% | -6.3% | 0.0% |
| 7D | -9.9% | -21.1% | +11.2% | -7.7% |
| 30D | -22.0% | -46.7% | +24.7% | -16.9% |
| 3M | -30.0% | -52.0% | +22.0% | -24.9% |
| 6M | -30.7% | -54.3% | +23.5% | -26.3% |
| YTD | -14.7% | -55.5% | +40.8% | -10.6% |
| 1Y | -16.8% | -50.5% | +33.7% | -14.1% |
| 3Y | +244.4% | +706.2% | -461.8% | +222.4% |
| All | +244.4% | +688.5% | -444.1% | +222.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling