+537.8%
ASTS vs WAT
+91.4%
+446.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.7% |
| 7D | +7.3% | -1.3% | +8.6% | +8.0% |
| 30D | -8.9% | +2.3% | -11.2% | -9.5% |
| 3M | -41.9% | +8.7% | -50.7% | -43.8% |
| 6M | -40.6% | +28.3% | -68.9% | -47.1% |
| YTD | -14.2% | +7.8% | -22.0% | -18.4% |
| 1Y | +48.9% | +36.6% | +12.3% | +28.3% |
| 3Y | +1,461.7% | +45.7% | +1,416.0% | +1,183.4% |
| 5Y | +404.1% | -3.3% | +407.4% | +343.1% |
| All | +537.8% | +91.4% | +446.3% | +434.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling