+123.0%
NFLX vs ASTS
+277.6%
-154.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +14.1% | -13.3% | 0.0% |
| 7D | +2.6% | +1.5% | +1.0% | +2.3% |
| 30D | -9.0% | -27.6% | +18.6% | -7.6% |
| 3M | -13.7% | -48.7% | +35.0% | -10.8% |
| 6M | -26.9% | -50.8% | +23.9% | -25.2% |
| YTD | -31.8% | -49.2% | +17.4% | -31.5% |
| 1Y | -42.1% | -46.7% | +4.6% | -42.4% |
| 3Y | +47.0% | +793.2% | -746.3% | +5.8% |
| 5Y | -2.5% | +195.6% | -198.1% | -29.1% |
| All | +123.0% | +277.6% | -154.6% | +55.2% |
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