+760.8%
PANW vs ASTS
+538.9%
+221.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +5.0% | -0.1% |
| 7D | +2.0% | 0.0% | +2.0% | +2.0% |
| 30D | -13.0% | -9.2% | -3.7% | -12.5% |
| 3M | +28.6% | -29.6% | +58.3% | +31.1% |
| 6M | +103.0% | -30.5% | +133.4% | +104.5% |
| YTD | +81.9% | -14.1% | +96.0% | +78.2% |
| 1Y | +69.6% | +69.1% | +0.5% | +55.6% |
| 3Y | +169.4% | +1,525.5% | -1,356.1% | +85.2% |
| 5Y | +331.0% | +425.9% | -94.9% | +206.2% |
| All | +760.8% | +538.9% | +221.9% | +436.7% |
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