+230.9%
ASTS vs WAB
+323.1%
-92.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.8% | +5.2% | +6.1% |
| 7D | -21.1% | +1.4% | -22.5% | -21.4% |
| 30D | -46.7% | +0.4% | -47.1% | -46.7% |
| 3M | -52.0% | -3.8% | -48.2% | -51.0% |
| 6M | -54.3% | +5.1% | -59.3% | -55.6% |
| YTD | -55.5% | +33.3% | -88.8% | -61.3% |
| 1Y | -50.5% | +39.8% | -90.3% | -57.6% |
| 3Y | +706.2% | +161.1% | +545.2% | +441.2% |
| 5Y | +165.2% | +209.5% | -44.2% | +69.5% |
| All | +230.9% | +323.1% | -92.2% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling