+193.2%
ASTS vs ABNB
-7.2%
+200.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -3.1% | +11.8% | +10.5% |
| 7D | +2.8% | +2.7% | +0.1% | +1.3% |
| 30D | -28.8% | +10.8% | -39.6% | -33.5% |
| 3M | -48.9% | -2.1% | -46.8% | -49.3% |
| 6M | -55.6% | +32.2% | -87.8% | -64.1% |
| YTD | -49.6% | +33.5% | -83.0% | -60.0% |
| 1Y | -46.1% | +47.8% | -93.9% | -60.0% |
| 3Y | +749.7% | +53.3% | +696.3% | +493.9% |
| 5Y | +193.2% | -5.5% | +198.7% | +138.9% |
| All | +193.2% | -7.2% | +200.4% | +138.9% |
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