+253.1%
ASTS vs AXON
+496.4%
-243.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.6% | -3.2% | -5.1% |
| 7D | +14.2% | -19.7% | +34.0% | +20.3% |
| 30D | -26.7% | -25.7% | -1.0% | -20.8% |
| 3M | -53.6% | -48.8% | -4.8% | -44.6% |
| 6M | -52.7% | -22.0% | -30.7% | -50.5% |
| YTD | -52.5% | -45.9% | -6.6% | -45.8% |
| 1Y | -46.5% | -46.1% | -0.4% | -38.5% |
| 3Y | +700.5% | +40.9% | +659.5% | +584.4% |
| 5Y | +168.5% | +80.2% | +88.3% | +99.2% |
| All | +253.1% | +496.4% | -243.3% | +157.2% |
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