+537.8%
ASTS vs QXO
-23.4%
+561.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.3% |
| 7D | +7.3% | -1.3% | +8.6% | +7.4% |
| 30D | -8.9% | -16.0% | +7.2% | -8.1% |
| 3M | -41.9% | -17.7% | -24.2% | -41.4% |
| 6M | -40.6% | -42.6% | +2.0% | -39.2% |
| YTD | -14.2% | -30.8% | +16.6% | -12.8% |
| 1Y | +48.9% | -35.3% | +84.2% | +51.8% |
| 3Y | +1,461.7% | -46.3% | +1,508.0% | +1,415.0% |
| 5Y | +404.1% | -69.2% | +473.3% | +383.1% |
| All | +537.8% | -23.4% | +561.2% | +516.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling