+147.7%
ASTS vs AXON
+105.6%
+42.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -9.8% | -5.4% | -11.6% |
| 7D | -29.9% | -12.7% | -17.2% | -26.0% |
| 30D | -52.2% | -8.6% | -43.5% | -50.4% |
| 3M | -55.8% | -37.2% | -18.6% | -48.3% |
| 6M | -52.7% | +0.5% | -53.2% | -54.5% |
| YTD | -58.4% | -32.6% | -25.8% | -54.1% |
| 1Y | -57.1% | -40.2% | -16.9% | -50.0% |
| 3Y | +629.5% | +76.1% | +553.4% | +398.6% |
| 5Y | +147.7% | +109.5% | +38.3% | +41.2% |
| All | +147.7% | +105.6% | +42.2% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling