+116.7%
NFLX vs ASTS
+233.7%
-117.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.5% | +4.6% | -0.5% |
| 7D | -2.0% | +0.8% | -2.8% | -2.1% |
| 30D | -11.9% | -22.6% | +10.7% | -10.9% |
| 3M | -20.6% | -54.4% | +33.9% | -17.3% |
| 6M | -29.0% | -56.4% | +27.4% | -26.8% |
| YTD | -33.7% | -55.1% | +21.4% | -32.9% |
| 1Y | -46.2% | -46.9% | +0.8% | -46.6% |
| 3Y | +39.8% | +715.0% | -675.2% | +0.9% |
| 5Y | -9.0% | +153.7% | -162.6% | -33.3% |
| All | +116.7% | +233.7% | -117.0% | +51.8% |
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