+576.8%
ASTS vs WYNN
-21.0%
+597.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.7% | +5.4% | +5.9% |
| 7D | +18.5% | +1.8% | +16.7% | +18.0% |
| 30D | -8.1% | -9.8% | +1.8% | -5.5% |
| 3M | -28.2% | -11.8% | -16.4% | -25.9% |
| 6M | -26.1% | -8.8% | -17.3% | -24.7% |
| YTD | -9.0% | -22.8% | +13.8% | -3.1% |
| 1Y | +62.2% | -24.1% | +86.3% | +72.1% |
| 3Y | +1,621.9% | +0.4% | +1,621.5% | +1,567.5% |
| 5Y | +457.0% | -8.7% | +465.7% | +417.8% |
| All | +576.8% | -21.0% | +597.7% | +522.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling