+537.8%
ASTS vs W
+21.2%
+516.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.4% |
| 7D | +7.3% | -4.2% | +11.5% | +8.5% |
| 30D | -8.9% | -7.6% | -1.3% | -7.1% |
| 3M | -41.9% | +37.2% | -79.1% | -47.2% |
| 6M | -40.6% | +26.3% | -66.9% | -45.1% |
| YTD | -14.2% | -1.0% | -13.2% | -15.9% |
| 1Y | +48.9% | +20.1% | +28.8% | +36.1% |
| 3Y | +1,461.7% | +37.8% | +1,423.9% | +1,172.8% |
| 5Y | +404.1% | -63.7% | +467.8% | +325.6% |
| All | +537.8% | +21.2% | +516.5% | +425.6% |
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 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