+691.7%
AVGO vs ASTS
+400.6%
+291.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -3.0% | +7.3% | -10.3% | -3.8% |
| 30D | -14.4% | -8.9% | -5.6% | -13.8% |
| 3M | -14.4% | -41.9% | +27.5% | -10.5% |
| 6M | +13.1% | -40.6% | +53.7% | +16.4% |
| YTD | +3.8% | -14.2% | +18.0% | +1.8% |
| 1Y | +17.8% | +48.9% | -31.1% | +8.4% |
| 3Y | +325.3% | +1,461.7% | -1,136.4% | +211.3% |
| All | +691.7% | +400.6% | +291.0% | +478.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling