+1,505.9%
ASTS vs ABNB
+28.9%
+1,477.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.2% |
| 7D | +7.3% | -4.0% | +11.3% | +9.6% |
| 30D | -8.9% | +19.3% | -28.2% | -18.5% |
| 3M | -41.9% | +36.1% | -78.0% | -52.2% |
| 6M | -40.6% | +34.2% | -74.8% | -51.0% |
| YTD | -14.2% | +34.1% | -48.3% | -30.1% |
| 1Y | +48.9% | +45.1% | +3.7% | +14.7% |
| All | +1,505.9% | +28.9% | +1,477.0% | +1,210.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling