+230.9%
ASTS vs W
+36.3%
+194.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.4% | +8.5% | +7.4% |
| 7D | -21.1% | -3.6% | -17.5% | -20.3% |
| 30D | -46.7% | +7.0% | -53.7% | -47.6% |
| 3M | -52.0% | +7.4% | -59.4% | -52.9% |
| 6M | -54.3% | +69.3% | -123.6% | -60.7% |
| YTD | -55.5% | +11.3% | -66.8% | -57.7% |
| 1Y | -50.5% | +13.2% | -63.7% | -53.4% |
| 3Y | +706.2% | +142.0% | +564.2% | +483.0% |
| 5Y | +165.2% | -54.6% | +219.8% | +115.7% |
| All | +230.9% | +36.3% | +194.7% | +164.5% |
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