+224.6%
ASTS vs ABNB
+28.0%
+196.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.8% | -6.9% | -7.8% |
| 7D | -9.3% | +11.9% | -21.3% | -14.4% |
| 30D | -33.9% | +12.7% | -46.6% | -38.2% |
| 3M | -51.0% | +1.2% | -52.2% | -52.1% |
| 6M | -55.1% | +32.1% | -87.2% | -62.6% |
| YTD | -53.6% | +37.7% | -91.3% | -62.6% |
| 1Y | -51.0% | +55.5% | -106.5% | -63.1% |
| 3Y | +681.7% | +58.2% | +623.5% | +470.8% |
| 5Y | +182.4% | -2.8% | +185.2% | +140.1% |
| All | +224.6% | +28.0% | +196.6% | +155.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 ABNB 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