+756.1%
PANW vs ASTS
+537.8%
+218.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -10.3% | +7.3% | -17.7% | -10.9% |
| 30D | -8.1% | -8.9% | +0.8% | -7.6% |
| 3M | +19.3% | -41.9% | +61.3% | +23.3% |
| 6M | +110.2% | -40.6% | +150.8% | +114.1% |
| YTD | +80.9% | -14.2% | +95.1% | +77.3% |
| 1Y | +73.3% | +48.9% | +24.4% | +60.5% |
| 3Y | +174.6% | +1,461.7% | -1,287.0% | +89.6% |
| 5Y | +327.1% | +404.1% | -77.1% | +204.3% |
| All | +756.1% | +537.8% | +218.3% | +433.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling