+121.1%
NFLX vs ASTS
+230.9%
-109.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +7.1% | -10.3% | -3.7% |
| 7D | +2.1% | -21.1% | +23.2% | +3.4% |
| 30D | -9.0% | -46.7% | +37.7% | -5.9% |
| 3M | -14.0% | -52.0% | +38.1% | -10.7% |
| 6M | -28.2% | -54.3% | +26.1% | -26.2% |
| YTD | -32.4% | -55.5% | +23.1% | -31.5% |
| 1Y | -42.2% | -50.5% | +8.3% | -42.3% |
| 3Y | +45.9% | +706.2% | -660.4% | +5.5% |
| 5Y | -1.8% | +165.2% | -167.0% | -28.1% |
| All | +121.1% | +230.9% | -109.8% | +55.1% |
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