+728.9%
PANW vs ASTS
+253.1%
+475.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.8% | +2.3% | -3.0% |
| 7D | +2.5% | +14.2% | -11.7% | +1.3% |
| 30D | -18.7% | -26.7% | +8.0% | -16.8% |
| 3M | -16.6% | -53.6% | +36.9% | -11.9% |
| 6M | +49.7% | -52.7% | +102.4% | +56.0% |
| YTD | +75.2% | -52.5% | +127.7% | +79.2% |
| 1Y | +53.6% | -46.5% | +100.1% | +54.7% |
| 3Y | +154.6% | +700.5% | -545.9% | +86.4% |
| 5Y | +275.8% | +168.5% | +107.3% | +180.6% |
| All | +728.9% | +253.1% | +475.7% | +439.7% |
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