+172.8%
NFLX vs ASTS
+537.8%
-364.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.3% | -5.6% | -5.4% |
| 7D | -4.2% | +7.3% | -11.6% | -4.7% |
| 30D | +5.5% | -8.9% | +14.3% | +5.8% |
| 3M | -4.1% | -41.9% | +37.9% | -1.7% |
| 6M | -20.7% | -40.6% | +19.9% | -19.7% |
| YTD | -16.5% | -14.2% | -2.3% | -18.4% |
| 1Y | -37.8% | +48.9% | -86.6% | -42.3% |
| 3Y | +77.9% | +1,461.7% | -1,383.8% | +23.4% |
| 5Y | +32.5% | +404.1% | -371.6% | -6.3% |
| All | +172.8% | +537.8% | -364.9% | +84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling