+233.7%
ASTS vs WYNN
-27.1%
+260.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.5% | -8.0% | -6.2% |
| 7D | +0.8% | +2.3% | -1.5% | +0.2% |
| 30D | -22.6% | +15.4% | -38.0% | -25.6% |
| 3M | -54.4% | -16.7% | -37.7% | -52.2% |
| 6M | -56.4% | -11.1% | -45.3% | -55.2% |
| YTD | -55.1% | -28.8% | -26.3% | -51.2% |
| 1Y | -46.9% | -30.2% | -16.7% | -42.2% |
| 3Y | +715.0% | +3.8% | +711.2% | +687.9% |
| 5Y | +153.7% | -6.2% | +159.9% | +140.4% |
| All | +233.7% | -27.1% | +260.8% | +213.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling