+537.8%
ASTS vs IDXX
+87.5%
+450.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.1% |
| 7D | +7.3% | -3.5% | +10.9% | +8.7% |
| 30D | -8.9% | -8.4% | -0.4% | -6.1% |
| 3M | -41.9% | -5.2% | -36.7% | -41.6% |
| 6M | -40.6% | -17.5% | -23.1% | -36.9% |
| YTD | -14.2% | -20.9% | +6.7% | -7.4% |
| 1Y | +48.9% | -16.4% | +65.3% | +55.3% |
| 3Y | +1,461.7% | +4.7% | +1,456.9% | +1,296.4% |
| 5Y | +404.1% | -22.2% | +426.3% | +359.5% |
| All | +537.8% | +87.5% | +450.3% | +441.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling