+512.7%
ASTS vs QXO
-29.4%
+542.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | -3.9% | -7.8% | +3.9% | -3.6% |
| 30D | -19.4% | -18.1% | -1.3% | -18.7% |
| 3M | -38.6% | -25.8% | -12.9% | -37.8% |
| 6M | -32.1% | -41.7% | +9.6% | -30.5% |
| YTD | -17.6% | -36.2% | +18.6% | -15.9% |
| 1Y | +56.0% | -42.1% | +98.1% | +59.9% |
| 3Y | +1,438.8% | -46.2% | +1,485.0% | +1,390.7% |
| 5Y | +412.9% | -70.7% | +483.7% | +393.0% |
| All | +512.7% | -29.4% | +542.1% | +494.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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