+230.9%
ASTS vs AXON
+507.9%
-277.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -18.2% | +25.2% | +12.1% |
| 7D | -21.1% | -26.8% | +5.7% | -14.4% |
| 30D | -46.7% | -22.9% | -23.8% | -43.0% |
| 3M | -52.0% | -40.1% | -11.9% | -45.3% |
| 6M | -54.3% | -18.9% | -35.4% | -53.0% |
| YTD | -55.5% | -44.9% | -10.6% | -49.5% |
| 1Y | -50.5% | -46.7% | -3.8% | -42.9% |
| 3Y | +706.2% | +44.3% | +661.9% | +584.3% |
| 5Y | +165.2% | +71.4% | +93.8% | +97.8% |
| All | +230.9% | +507.9% | -277.0% | +139.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 10y: compounded portfolio wealth divided by compounded AXON 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…
10y analysis · Full analysis span regression · 6 months rolling