+277.6%
ASTS vs WAB
+344.9%
-67.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +5.1% | +9.0% | +11.5% |
| 7D | +1.5% | +4.0% | -2.4% | +0.2% |
| 30D | -27.6% | +4.5% | -32.1% | -28.8% |
| 3M | -48.7% | +2.3% | -51.0% | -49.1% |
| 6M | -50.8% | +12.5% | -63.3% | -53.8% |
| YTD | -49.2% | +40.2% | -89.4% | -56.9% |
| 1Y | -46.7% | +45.2% | -91.9% | -55.2% |
| 3Y | +793.2% | +171.8% | +621.4% | +488.2% |
| 5Y | +195.6% | +217.6% | -22.0% | +85.1% |
| All | +277.6% | +344.9% | -67.3% | +130.3% |
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