-46.5%
ASTS vs AXON
-46.2%
-0.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.6% | -3.2% | -5.0% |
| 7D | +14.2% | -19.7% | +34.0% | +21.0% |
| 30D | -26.7% | -25.7% | -1.0% | -19.6% |
| 3M | -53.6% | -48.8% | -4.8% | -42.4% |
| 6M | -52.7% | -22.0% | -30.7% | -51.0% |
| YTD | -52.5% | -45.9% | -6.6% | -41.0% |
| 1Y | -46.5% | -46.1% | -0.4% | -30.1% |
| All | -46.5% | -46.2% | -0.3% | -30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling