+1,504.6%
ASTS vs WYNN
-2.3%
+1,506.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.2% | -3.4% | -4.6% |
| 7D | 0.0% | -1.4% | +1.4% | +0.8% |
| 30D | -9.2% | -11.8% | +2.5% | -3.8% |
| 3M | -29.6% | -15.8% | -13.8% | -23.9% |
| 6M | -30.5% | -10.7% | -19.8% | -27.6% |
| YTD | -14.1% | -24.5% | +10.4% | -2.9% |
| 1Y | +69.1% | -25.0% | +94.1% | +87.7% |
| All | +1,504.6% | -2.3% | +1,506.9% | +1,227.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling