+1,621.9%
ASTS vs QXO
-40.8%
+1,662.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.7% | +6.9% | +6.1% |
| 7D | +18.5% | +2.9% | +15.6% | +18.4% |
| 30D | -8.1% | -18.0% | +9.9% | -7.3% |
| 3M | -28.2% | -14.7% | -13.4% | -27.8% |
| 6M | -26.1% | -39.2% | +13.1% | -24.8% |
| YTD | -9.0% | -31.3% | +22.3% | -7.7% |
| 1Y | +62.2% | -39.7% | +101.8% | +65.0% |
| 3Y | +1,621.9% | -41.5% | +1,663.4% | +1,664.2% |
| All | +1,621.9% | -40.8% | +1,662.7% | +1,664.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling