+762.5%
ASTS vs QXO
-49.2%
+811.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -7.2% | +1.5% | -5.5% |
| 7D | +14.2% | +10.1% | +4.2% | +13.8% |
| 30D | -26.7% | +16.2% | -42.9% | -27.2% |
| 3M | -53.6% | -14.8% | -38.8% | -53.3% |
| 6M | -52.7% | -27.8% | -24.9% | -52.2% |
| YTD | -52.5% | -33.6% | -18.9% | -51.8% |
| 1Y | -46.5% | -31.8% | -14.7% | -45.7% |
| All | +762.5% | -49.2% | +811.7% | +834.6% |
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