+413.4%
ASTS vs IDXX
-25.5%
+438.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -3.3% |
| 7D | -3.6% | -4.3% | +0.7% | -1.7% |
| 30D | -16.4% | -13.7% | -2.7% | -11.0% |
| 3M | -31.4% | -9.1% | -22.3% | -29.8% |
| 6M | -31.6% | -15.4% | -16.1% | -27.7% |
| YTD | -17.5% | -25.1% | +7.6% | -7.3% |
| 1Y | +59.4% | -20.6% | +80.0% | +71.6% |
| 3Y | +1,460.2% | +8.7% | +1,451.4% | +1,172.9% |
| 5Y | +413.4% | -25.7% | +439.1% | +389.7% |
| All | +413.4% | -25.5% | +438.9% | +389.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling