-49.2%
ASTS vs WYNN
-32.5%
-16.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.1% | -10.2% | -5.1% |
| 7D | -15.8% | +15.4% | -31.2% | -18.4% |
| 30D | -39.0% | +6.8% | -45.8% | -39.7% |
| 3M | -49.3% | -15.4% | -34.0% | -47.4% |
| 6M | -47.9% | -20.0% | -28.0% | -45.6% |
| YTD | -51.0% | -31.0% | -19.9% | -46.1% |
| 1Y | -49.2% | -31.5% | -17.7% | -48.6% |
| All | -49.2% | -32.5% | -16.7% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 1y: compounded portfolio wealth divided by compounded WYNN 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…
1y analysis · Full analysis span regression · 6 months rolling