+277.6%
ASTS vs WDAY
+16.2%
+261.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -1.4% | +15.5% | +14.5% |
| 7D | +1.5% | -4.0% | +5.5% | +2.7% |
| 30D | -27.6% | +1.9% | -29.6% | -28.3% |
| 3M | -48.7% | +5.9% | -54.6% | -50.6% |
| 6M | -50.8% | +48.8% | -99.6% | -59.7% |
| YTD | -49.2% | -11.4% | -37.8% | -49.4% |
| 1Y | -46.7% | -15.5% | -31.2% | -45.7% |
| 3Y | +793.2% | -15.6% | +808.9% | +798.3% |
| 5Y | +195.6% | -35.2% | +230.8% | +205.7% |
| All | +277.6% | +16.2% | +261.3% | +277.9% |
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