+512.7%
ASTS vs IDXX
+76.7%
+436.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -3.9% | -5.7% | +1.8% | -1.9% |
| 30D | -19.4% | -11.5% | -7.9% | -15.9% |
| 3M | -38.6% | -9.5% | -29.1% | -37.3% |
| 6M | -32.1% | -16.0% | -16.2% | -28.8% |
| YTD | -17.6% | -25.4% | +7.8% | -9.2% |
| 1Y | +56.0% | -21.8% | +77.8% | +66.9% |
| 3Y | +1,438.8% | +7.0% | +1,431.8% | +1,254.6% |
| 5Y | +412.9% | -26.0% | +438.9% | +376.8% |
| All | +512.7% | +76.7% | +436.0% | +431.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling