+274.8%
ASTS vs W
+39.5%
+235.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.7% | +7.0% | +8.2% |
| 7D | +2.8% | -7.4% | +10.2% | +5.4% |
| 30D | -28.8% | +7.8% | -36.6% | -30.0% |
| 3M | -48.9% | +10.9% | -59.8% | -50.2% |
| 6M | -55.6% | +86.4% | -142.1% | -62.6% |
| YTD | -49.6% | +14.0% | -63.5% | -52.3% |
| 1Y | -46.1% | +3.5% | -49.6% | -48.0% |
| 3Y | +749.7% | +164.8% | +584.9% | +504.1% |
| 5Y | +193.2% | -53.1% | +246.3% | +137.3% |
| All | +274.8% | +39.5% | +235.3% | +198.4% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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