+1,438.8%
ASTS vs IDXX
+7.6%
+1,431.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -3.9% | -5.7% | +1.8% | -2.6% |
| 30D | -19.4% | -11.5% | -7.9% | -17.1% |
| 3M | -38.6% | -9.5% | -29.1% | -37.8% |
| 6M | -32.1% | -16.0% | -16.2% | -29.6% |
| YTD | -17.6% | -25.4% | +7.8% | -11.1% |
| 1Y | +56.0% | -21.8% | +77.8% | +65.3% |
| 3Y | +1,438.8% | +7.0% | +1,431.8% | +1,190.7% |
| All | +1,438.8% | +7.6% | +1,431.3% | +1,190.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling