+120.6%
NFLX vs ASTS
+244.8%
-124.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.7% | +7.6% | -0.6% |
| 7D | -0.3% | -9.3% | +9.1% | +0.1% |
| 30D | -10.0% | -33.9% | +23.9% | -8.1% |
| 3M | -17.1% | -51.0% | +33.9% | -14.0% |
| 6M | -27.7% | -55.1% | +27.4% | -25.6% |
| YTD | -32.5% | -53.6% | +21.1% | -31.9% |
| 1Y | -43.5% | -51.0% | +7.4% | -43.6% |
| 3Y | +41.4% | +681.7% | -640.2% | +2.8% |
| 5Y | -2.2% | +182.4% | -184.6% | -28.7% |
| All | +120.6% | +244.8% | -124.3% | +54.3% |
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