+73.3%
PANW vs ASTS
+37.2%
+36.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -10.3% | +7.3% | -17.7% | -10.9% |
| 30D | -8.1% | -8.9% | +0.8% | -7.5% |
| 3M | +19.3% | -41.9% | +61.3% | +22.3% |
| 6M | +110.2% | -40.6% | +150.8% | +111.6% |
| YTD | +80.9% | -14.2% | +95.1% | +75.0% |
| 1Y | +73.3% | +48.9% | +24.4% | +63.0% |
| All | +73.3% | +37.2% | +36.0% | +63.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling