+334.1%
PANW vs ASTS
+455.6%
-121.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.1% | -5.0% | +0.6% |
| 7D | -6.9% | +18.5% | -25.4% | -8.4% |
| 30D | -7.4% | -8.1% | +0.7% | -6.9% |
| 3M | +26.5% | -28.2% | +54.7% | +28.8% |
| 6M | +104.2% | -26.1% | +130.3% | +104.7% |
| YTD | +82.9% | -9.0% | +91.9% | +78.1% |
| 1Y | +70.7% | +62.2% | +8.5% | +56.5% |
| 3Y | +170.9% | +1,621.9% | -1,450.9% | +80.8% |
| 5Y | +334.1% | +457.0% | -122.9% | +187.9% |
| All | +334.1% | +455.6% | -121.5% | +187.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling