+431.2%
ASTS vs WDAY
-29.2%
+460.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.4% | +5.7% | +2.3% |
| 7D | +7.3% | -4.4% | +11.7% | +9.0% |
| 30D | -8.9% | +14.7% | -23.6% | -15.0% |
| 3M | -41.9% | +32.4% | -74.3% | -50.2% |
| 6M | -40.6% | +36.9% | -77.5% | -52.2% |
| YTD | -14.2% | -8.8% | -5.4% | -13.5% |
| 1Y | +48.9% | -15.3% | +64.1% | +56.6% |
| 3Y | +1,461.7% | -21.2% | +1,482.9% | +1,552.7% |
| All | +431.2% | -29.2% | +460.4% | +585.6% |
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