+425.9%
ASTS vs QXO
-68.0%
+493.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.1% | -1.5% | -5.4% |
| 7D | 0.0% | -3.9% | +3.9% | +0.2% |
| 30D | -9.2% | -17.4% | +8.1% | -8.3% |
| 3M | -29.6% | -22.5% | -7.1% | -28.8% |
| 6M | -30.5% | -41.4% | +10.9% | -28.8% |
| YTD | -14.1% | -34.1% | +20.1% | -12.3% |
| 1Y | +69.1% | -40.8% | +109.9% | +73.2% |
| 3Y | +1,525.5% | -43.9% | +1,569.4% | +1,499.4% |
| 5Y | +425.9% | -69.6% | +495.4% | +389.9% |
| All | +425.9% | -68.0% | +493.9% | +389.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling