+182.4%
ASTS vs WDAY
-35.3%
+217.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.7% | -8.0% | -8.4% |
| 7D | -9.3% | -4.6% | -4.7% | -7.9% |
| 30D | -33.9% | +1.2% | -35.1% | -34.5% |
| 3M | -51.0% | +2.6% | -53.6% | -52.6% |
| 6M | -55.1% | +47.8% | -102.9% | -65.1% |
| YTD | -53.6% | -12.1% | -41.6% | -52.9% |
| 1Y | -51.0% | -17.1% | -33.8% | -48.2% |
| 3Y | +681.7% | -17.9% | +699.5% | +693.5% |
| 5Y | +182.4% | -35.1% | +217.5% | +300.7% |
| All | +182.4% | -35.3% | +217.7% | +300.7% |
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