+171.6%
PANW vs ASTS
+1,526.9%
-1,355.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -10.3% | +7.3% | -17.7% | -10.7% |
| 30D | -8.1% | -8.9% | +0.8% | -7.8% |
| 3M | +19.3% | -41.9% | +61.3% | +21.9% |
| 6M | +110.2% | -40.6% | +150.8% | +112.6% |
| YTD | +80.9% | -14.2% | +95.1% | +78.5% |
| 1Y | +73.3% | +48.9% | +24.4% | +65.2% |
| All | +171.6% | +1,526.9% | -1,355.3% | +141.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling