+653.1%
ASTS vs AXON
+74.4%
+578.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -9.8% | -5.4% | -12.1% |
| 7D | -29.9% | -12.7% | -17.2% | -26.6% |
| 30D | -52.2% | -8.6% | -43.5% | -50.6% |
| 3M | -55.8% | -37.2% | -18.6% | -49.6% |
| 6M | -52.7% | +0.5% | -53.2% | -53.9% |
| YTD | -58.4% | -32.6% | -25.8% | -54.5% |
| 1Y | -57.1% | -40.2% | -16.9% | -51.2% |
| All | +653.1% | +74.4% | +578.7% | +675.0% |
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