+209.1%
ASTS vs W
+38.3%
+170.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -8.2% | -7.0% | -13.0% |
| 7D | -29.9% | -5.6% | -24.3% | -28.8% |
| 30D | -52.2% | +7.5% | -59.7% | -53.0% |
| 3M | -55.8% | +5.4% | -61.2% | -56.5% |
| 6M | -52.7% | +79.4% | -132.1% | -59.9% |
| YTD | -58.4% | +12.9% | -71.3% | -60.6% |
| 1Y | -57.1% | +12.4% | -69.5% | -59.5% |
| 3Y | +629.5% | +128.5% | +501.0% | +433.4% |
| 5Y | +147.7% | -54.0% | +201.7% | +100.8% |
| All | +209.1% | +38.3% | +170.9% | +146.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling