+230.9%
ASTS vs WDAY
+17.9%
+213.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.6% | +10.7% | +8.2% |
| 7D | -21.1% | -2.5% | -18.6% | -20.6% |
| 30D | -46.7% | +4.7% | -51.4% | -47.6% |
| 3M | -52.0% | +13.3% | -65.3% | -54.7% |
| 6M | -54.3% | +57.3% | -111.6% | -63.5% |
| YTD | -55.5% | -10.2% | -45.3% | -55.9% |
| 1Y | -50.5% | -14.1% | -36.4% | -49.8% |
| 3Y | +706.2% | -11.7% | +717.9% | +697.2% |
| 5Y | +165.2% | -33.5% | +198.7% | +172.7% |
| All | +230.9% | +17.9% | +213.0% | +230.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 10y: compounded portfolio wealth divided by compounded WDAY 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…
10y analysis · Full analysis span regression · 6 months rolling