+233.7%
ASTS vs WAB
+344.5%
-110.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.7% | -5.1% |
| 7D | +0.8% | +5.1% | -4.2% | -1.5% |
| 30D | -22.6% | +4.0% | -26.6% | -23.8% |
| 3M | -54.4% | +0.1% | -54.5% | -54.2% |
| 6M | -56.4% | +12.8% | -69.2% | -59.1% |
| YTD | -55.1% | +40.1% | -95.2% | -61.9% |
| 1Y | -46.9% | +46.4% | -93.3% | -55.6% |
| 3Y | +715.0% | +167.4% | +547.6% | +439.9% |
| 5Y | +153.7% | +215.0% | -61.3% | +59.0% |
| All | +233.7% | +344.5% | -110.9% | +103.5% |
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