+512.7%
ASTS vs WYNN
-24.8%
+537.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | -3.9% | -4.2% | +0.3% | -2.8% |
| 30D | -19.4% | -14.6% | -4.8% | -16.0% |
| 3M | -38.6% | -18.4% | -20.2% | -35.3% |
| 6M | -32.1% | -11.9% | -20.2% | -30.1% |
| YTD | -17.6% | -26.6% | +9.0% | -11.1% |
| 1Y | +56.0% | -28.5% | +84.5% | +68.2% |
| 3Y | +1,438.8% | -5.1% | +1,443.9% | +1,413.1% |
| 5Y | +412.9% | -10.5% | +423.4% | +383.2% |
| All | +512.7% | -24.8% | +537.5% | +471.1% |
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