+174.0%
ASTS vs WDAY
-33.8%
+207.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.6% | +10.7% | +8.4% |
| 7D | -21.1% | -2.5% | -18.6% | -20.5% |
| 30D | -46.7% | +4.7% | -51.4% | -47.8% |
| 3M | -52.0% | +13.3% | -65.3% | -55.4% |
| 6M | -54.3% | +57.3% | -111.6% | -65.7% |
| YTD | -55.5% | -10.2% | -45.3% | -55.2% |
| 1Y | -50.5% | -14.1% | -36.4% | -48.6% |
| 3Y | +706.2% | -11.7% | +717.9% | +684.8% |
| All | +174.0% | -33.8% | +207.8% | +290.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling