+277.6%
ASTS vs WAT
+122.9%
+154.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +4.2% | +9.9% | +12.4% |
| 7D | +1.5% | +6.0% | -4.5% | -0.5% |
| 30D | -27.6% | +9.9% | -37.5% | -30.0% |
| 3M | -48.7% | +17.2% | -65.9% | -51.6% |
| 6M | -50.8% | +34.2% | -85.1% | -56.5% |
| YTD | -49.2% | +25.5% | -74.7% | -54.3% |
| 1Y | -46.7% | +28.3% | -74.9% | -52.4% |
| 3Y | +793.2% | +88.4% | +704.9% | +567.2% |
| 5Y | +195.6% | +36.1% | +159.5% | +141.7% |
| All | +277.6% | +122.9% | +154.7% | +199.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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