+500.3%
ASTS vs ABNB
+24.6%
+475.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.1% |
| 3M | -41.9% | +36.1% | -78.0% | -51.7% |
| 6M | -40.6% | +34.2% | -74.8% | -50.4% |
| YTD | -14.2% | +34.1% | -48.3% | -29.2% |
| 1Y | +48.9% | +45.1% | +3.7% | +17.4% |
| 3Y | +1,461.7% | +37.1% | +1,424.5% | +1,134.9% |
| 5Y | +404.1% | +15.2% | +389.0% | +311.4% |
| All | +500.3% | +24.6% | +475.7% | +383.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling