+211.5%
ASTS vs ABNB
+30.1%
+181.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +11.7% | -4.6% | +1.1% |
| 7D | -21.1% | +15.6% | -36.7% | -27.0% |
| 30D | -46.7% | +18.3% | -65.0% | -51.5% |
| 3M | -52.0% | +25.3% | -77.3% | -58.4% |
| 6M | -54.3% | +35.8% | -90.1% | -62.5% |
| YTD | -55.5% | +40.0% | -95.5% | -64.5% |
| 1Y | -50.5% | +57.6% | -108.1% | -63.0% |
| 3Y | +706.2% | +60.8% | +645.5% | +482.7% |
| 5Y | +165.2% | -5.8% | +171.0% | +126.5% |
| All | +211.5% | +30.1% | +181.3% | +142.9% |
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