+715.0%
ASTS vs WYNN
+2.9%
+712.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.5% | -8.0% | -6.7% |
| 7D | +0.8% | +2.3% | -1.5% | -0.3% |
| 30D | -22.6% | +15.4% | -38.0% | -27.8% |
| 3M | -54.4% | -16.7% | -37.7% | -50.4% |
| 6M | -56.4% | -11.1% | -45.3% | -54.4% |
| YTD | -55.1% | -28.8% | -26.3% | -47.7% |
| 1Y | -46.9% | -30.2% | -16.7% | -38.2% |
| 3Y | +715.0% | +3.8% | +711.2% | +549.2% |
| All | +715.0% | +2.9% | +712.1% | +549.2% |
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