-52.7%
ASTS vs W
+72.4%
-125.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -8.2% | -7.0% | -11.7% |
| 7D | -29.9% | -5.6% | -24.3% | -27.9% |
| 30D | -52.2% | +7.5% | -59.7% | -53.3% |
| 3M | -55.8% | +5.4% | -61.2% | -56.7% |
| 6M | -52.7% | +79.4% | -132.1% | -64.6% |
| All | -52.7% | +72.4% | -125.2% | -64.6% |
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 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