+277.6%
ASTS vs W
+42.5%
+235.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +4.6% | +9.5% | +12.9% |
| 7D | +1.5% | +3.3% | -1.8% | +0.7% |
| 30D | -27.6% | +10.5% | -38.1% | -29.3% |
| 3M | -48.7% | +9.6% | -58.4% | -49.9% |
| 6M | -50.8% | +76.4% | -127.2% | -58.1% |
| YTD | -49.2% | +16.4% | -65.6% | -52.2% |
| 1Y | -46.7% | +9.3% | -56.0% | -49.4% |
| 3Y | +793.2% | +172.8% | +620.4% | +529.8% |
| 5Y | +195.6% | -53.4% | +249.0% | +138.1% |
| All | +277.6% | +42.5% | +235.1% | +198.6% |
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