+579.0%
AVGO vs ASTS
+202.1%
+376.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.7% | -4.7% | +3.0% |
| 7D | +6.1% | +2.8% | +3.3% | +5.7% |
| 30D | -2.7% | -28.8% | +26.2% | +0.6% |
| 3M | -16.9% | -48.9% | +32.0% | -11.3% |
| 6M | -19.1% | -55.6% | +36.5% | -13.7% |
| YTD | +0.3% | -49.6% | +49.9% | +3.6% |
| 1Y | -1.2% | -46.1% | +44.9% | +0.8% |
| 3Y | +272.4% | +749.7% | -477.2% | +191.1% |
| 5Y | +579.0% | +193.2% | +385.8% | +428.9% |
| All | +579.0% | +202.1% | +376.9% | +428.9% |
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