+233.7%
ASTS vs WAT
+115.2%
+118.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.3% |
| 7D | +0.8% | +0.6% | +0.3% | +0.8% |
| 30D | -22.6% | +5.4% | -28.1% | -23.8% |
| 3M | -54.4% | +11.3% | -65.7% | -56.0% |
| 6M | -56.4% | +37.4% | -93.8% | -61.7% |
| YTD | -55.1% | +21.2% | -76.3% | -59.0% |
| 1Y | -46.9% | +21.3% | -68.3% | -51.5% |
| 3Y | +715.0% | +83.4% | +631.6% | +515.4% |
| 5Y | +153.7% | +29.0% | +124.7% | +110.9% |
| All | +233.7% | +115.2% | +118.4% | +168.3% |
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