+209.1%
ASTS vs WAB
+315.5%
-106.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -5.6% | -9.6% | -12.4% |
| 7D | -29.9% | -2.5% | -27.4% | -28.8% |
| 30D | -52.2% | -4.4% | -47.8% | -51.0% |
| 3M | -55.8% | -5.9% | -49.9% | -54.4% |
| 6M | -52.7% | +5.9% | -58.7% | -54.3% |
| YTD | -58.4% | +30.9% | -89.3% | -63.6% |
| 1Y | -57.1% | +35.8% | -92.9% | -62.8% |
| 3Y | +629.5% | +154.0% | +475.5% | +395.6% |
| 5Y | +147.7% | +203.9% | -56.1% | +59.7% |
| All | +209.1% | +315.5% | -106.4% | +94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling