+209.1%
ASTS vs WAT
+111.9%
+97.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.1% | -12.1% | -13.9% |
| 7D | -29.9% | -5.6% | -24.3% | -28.0% |
| 30D | -52.2% | +3.8% | -56.0% | -52.7% |
| 3M | -55.8% | +13.3% | -69.1% | -57.7% |
| 6M | -52.7% | +32.2% | -84.9% | -57.9% |
| YTD | -58.4% | +19.3% | -77.7% | -61.9% |
| 1Y | -57.1% | +21.8% | -78.9% | -61.0% |
| 3Y | +629.5% | +73.9% | +555.5% | +461.3% |
| 5Y | +147.7% | +32.1% | +115.7% | +106.1% |
| All | +209.1% | +111.9% | +97.2% | +149.7% |
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