+537.8%
ASTS vs WBD
+4.4%
+533.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +7.3% | -1.8% | +9.1% | +7.9% |
| 30D | -8.9% | +8.8% | -17.7% | -11.1% |
| 3M | -41.9% | +4.6% | -46.6% | -42.8% |
| 6M | -40.6% | +1.1% | -41.7% | -40.8% |
| YTD | -14.2% | -2.0% | -12.2% | -13.9% |
| 1Y | +48.9% | +140.0% | -91.2% | +12.4% |
| 3Y | +1,461.7% | +144.4% | +1,317.3% | +1,023.0% |
| 5Y | +404.1% | -0.2% | +404.3% | +291.3% |
| All | +537.8% | +4.4% | +533.3% | +389.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling