+168.5%
ASTS vs QXO
-62.9%
+231.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -7.2% | +1.5% | -5.4% |
| 7D | +14.2% | +10.1% | +4.2% | +13.7% |
| 30D | -26.7% | +16.2% | -42.9% | -27.3% |
| 3M | -53.6% | -14.8% | -38.8% | -53.2% |
| 6M | -52.7% | -27.8% | -24.9% | -52.0% |
| YTD | -52.5% | -33.6% | -18.9% | -51.6% |
| 1Y | -46.5% | -31.8% | -14.7% | -45.5% |
| 3Y | +700.5% | -46.8% | +747.2% | +695.3% |
| 5Y | +168.5% | -63.6% | +232.1% | +145.5% |
| All | +168.5% | -62.9% | +231.4% | +145.5% |
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