+1,539.7%
ASTS vs WAB
+162.1%
+1,377.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.3% |
| 7D | +7.3% | -3.2% | +10.5% | +10.3% |
| 30D | -8.9% | -4.4% | -4.4% | -5.4% |
| 3M | -41.9% | +7.9% | -49.8% | -47.0% |
| 6M | -40.6% | +8.7% | -49.3% | -45.8% |
| YTD | -14.2% | +33.0% | -47.2% | -35.0% |
| 1Y | +48.9% | +46.7% | +2.2% | +5.1% |
| All | +1,539.7% | +162.1% | +1,377.7% | +507.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling