+1,505.9%
ASTS vs AXON
+140.4%
+1,365.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +1.6% |
| 7D | +7.3% | -14.2% | +21.5% | +12.2% |
| 30D | -8.9% | -15.4% | +6.5% | -5.0% |
| 3M | -41.9% | +0.5% | -42.4% | -43.0% |
| 6M | -40.6% | -9.5% | -31.1% | -40.1% |
| YTD | -14.2% | -9.2% | -5.0% | -14.3% |
| 1Y | +48.9% | -29.4% | +78.2% | +59.6% |
| All | +1,505.9% | +140.4% | +1,365.5% | +1,204.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling