+431.2%
ASTS vs W
-63.2%
+494.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.6% |
| 7D | +7.3% | -4.2% | +11.5% | +8.9% |
| 30D | -8.9% | -7.6% | -1.3% | -6.4% |
| 3M | -41.9% | +37.2% | -79.1% | -49.1% |
| 6M | -40.6% | +26.3% | -66.9% | -46.8% |
| YTD | -14.2% | -1.0% | -13.2% | -16.9% |
| 1Y | +48.9% | +20.1% | +28.8% | +30.5% |
| 3Y | +1,461.7% | +37.8% | +1,423.9% | +1,054.6% |
| All | +431.2% | -63.2% | +494.4% | +569.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling