+576.8%
ASTS vs IDXX
+82.2%
+494.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.8% | +8.9% | +7.1% |
| 7D | +18.5% | -4.6% | +23.1% | +20.4% |
| 30D | -8.1% | -11.3% | +3.2% | -4.3% |
| 3M | -28.2% | -7.3% | -20.9% | -27.3% |
| 6M | -26.1% | -14.5% | -11.6% | -22.9% |
| YTD | -9.0% | -23.1% | +14.1% | -0.8% |
| 1Y | +62.2% | -20.3% | +82.5% | +72.3% |
| 3Y | +1,621.9% | +11.7% | +1,610.2% | +1,390.2% |
| 5Y | +457.0% | -24.4% | +481.4% | +412.6% |
| All | +576.8% | +82.2% | +494.6% | +480.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded IDXX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling