+576.8%
ASTS vs WBD
+4.0%
+572.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.5% | +6.6% | +6.3% |
| 7D | +18.5% | -0.7% | +19.2% | +18.7% |
| 30D | -8.1% | +5.0% | -13.1% | -9.4% |
| 3M | -28.2% | +6.2% | -34.4% | -29.7% |
| 6M | -26.1% | +0.6% | -26.7% | -26.3% |
| YTD | -9.0% | -2.4% | -6.5% | -8.5% |
| 1Y | +62.2% | +127.7% | -65.5% | +24.5% |
| 3Y | +1,621.9% | +148.4% | +1,473.5% | +1,133.7% |
| 5Y | +457.0% | +4.2% | +452.8% | +333.7% |
| All | +576.8% | +4.0% | +572.8% | +420.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded WBD 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling