+230.9%
ASTS vs WAT
+114.0%
+116.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.0% | +6.1% | +6.6% |
| 7D | -21.1% | -1.1% | -20.0% | -20.5% |
| 30D | -46.7% | +5.0% | -51.7% | -47.5% |
| 3M | -52.0% | +14.5% | -66.5% | -54.3% |
| 6M | -54.3% | +30.9% | -85.2% | -59.1% |
| YTD | -55.5% | +20.5% | -76.0% | -59.3% |
| 1Y | -50.5% | +23.3% | -73.8% | -55.1% |
| 3Y | +706.2% | +81.5% | +624.8% | +510.1% |
| 5Y | +165.2% | +33.4% | +131.8% | +119.8% |
| All | +230.9% | +114.0% | +116.9% | +166.3% |
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