+277.6%
ASTS vs AXON
+488.8%
-211.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -3.1% | +17.2% | +15.0% |
| 7D | +1.5% | -28.7% | +30.3% | +10.8% |
| 30D | -27.6% | -28.3% | +0.7% | -21.1% |
| 3M | -48.7% | -46.9% | -1.8% | -39.6% |
| 6M | -50.8% | -24.9% | -26.0% | -48.1% |
| YTD | -49.2% | -46.6% | -2.6% | -41.9% |
| 1Y | -46.7% | -49.7% | +3.0% | -37.6% |
| 3Y | +793.2% | +40.6% | +752.7% | +663.6% |
| 5Y | +195.6% | +71.9% | +123.7% | +121.0% |
| All | +277.6% | +488.8% | -211.2% | +175.7% |
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