+157.5%
PANW vs ASTS
+711.8%
-554.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.7% | +7.3% | -0.8% |
| 7D | -6.8% | -9.3% | +2.5% | -6.3% |
| 30D | -22.1% | -33.9% | +11.8% | -20.2% |
| 3M | -15.2% | -51.0% | +35.8% | -11.9% |
| 6M | +57.0% | -55.1% | +112.1% | +62.2% |
| YTD | +77.2% | -53.6% | +130.8% | +80.6% |
| 1Y | +50.7% | -51.0% | +101.7% | +52.5% |
| 3Y | +157.5% | +681.7% | -524.2% | +135.5% |
| All | +157.5% | +711.8% | -554.3% | +135.5% |
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