-40.6%
ASTS vs W
+29.5%
-70.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.7% |
| 7D | +7.3% | -4.2% | +11.5% | +9.1% |
| 30D | -8.9% | -7.6% | -1.3% | -6.2% |
| 3M | -41.9% | +37.2% | -79.1% | -51.3% |
| 6M | -40.6% | +26.3% | -66.9% | -47.1% |
| All | -40.6% | +29.5% | -70.1% | -47.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling