+1,505.9%
ASTS vs WDAY
-20.6%
+1,526.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.4% | +5.7% | +1.3% |
| 7D | +7.3% | -4.4% | +11.7% | +8.2% |
| 30D | -8.9% | +14.7% | -23.6% | -11.9% |
| 3M | -41.9% | +32.4% | -74.3% | -46.3% |
| 6M | -40.6% | +36.9% | -77.5% | -46.9% |
| YTD | -14.2% | -8.8% | -5.4% | -6.1% |
| 1Y | +48.9% | -15.3% | +64.1% | +69.7% |
| All | +1,505.9% | -20.6% | +1,526.5% | +1,638.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling