+160.4%
ASTS vs ABNB
-9.4%
+169.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +3.1% | -8.6% | -7.3% |
| 7D | +0.8% | -1.7% | +2.5% | +1.6% |
| 30D | -22.6% | +11.8% | -34.4% | -28.0% |
| 3M | -54.4% | +0.9% | -55.3% | -55.5% |
| 6M | -56.4% | +40.5% | -96.9% | -66.0% |
| YTD | -55.1% | +37.6% | -92.7% | -65.1% |
| 1Y | -46.9% | +54.1% | -101.1% | -61.7% |
| 3Y | +715.0% | +56.8% | +658.2% | +461.3% |
| All | +160.4% | -9.4% | +169.8% | +104.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling