+244.8%
ASTS vs WAB
+352.8%
-107.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.8% | -10.5% | -9.6% |
| 7D | -9.3% | +4.0% | -13.3% | -10.6% |
| 30D | -33.9% | +6.3% | -40.2% | -35.6% |
| 3M | -51.0% | +3.3% | -54.3% | -51.6% |
| 6M | -55.1% | +14.5% | -69.6% | -58.2% |
| YTD | -53.6% | +42.7% | -96.3% | -61.0% |
| 1Y | -51.0% | +45.2% | -96.2% | -58.9% |
| 3Y | +681.7% | +173.8% | +507.9% | +411.6% |
| 5Y | +182.4% | +223.8% | -41.4% | +75.1% |
| All | +244.8% | +352.8% | -107.9% | +108.3% |
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