+264.6%
ASTS vs WDAY
+23.4%
+241.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.0% | -6.1% | -4.7% |
| 7D | -15.8% | -1.2% | -14.6% | -15.6% |
| 30D | -39.0% | +6.8% | -45.9% | -40.4% |
| 3M | -49.3% | +17.8% | -67.2% | -52.7% |
| 6M | -47.9% | +57.8% | -105.8% | -58.4% |
| YTD | -51.0% | -6.0% | -44.9% | -52.0% |
| 1Y | -49.2% | -13.5% | -35.6% | -48.2% |
| 3Y | +760.4% | -7.6% | +768.0% | +739.6% |
| 5Y | +185.6% | -30.5% | +216.2% | +189.9% |
| All | +264.6% | +23.4% | +241.2% | +258.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling