-55.8%
ASTS vs WCC
-23.3%
-32.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -9.6% | -5.7% | -8.0% |
| 7D | -29.9% | -21.9% | -8.0% | -16.6% |
| 30D | -52.2% | -25.4% | -26.7% | -40.9% |
| 3M | -55.8% | -23.1% | -32.7% | -45.7% |
| All | -55.8% | -23.3% | -32.5% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 3mo: compounded portfolio wealth divided by compounded WCC 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…
3mo analysis · Full analysis span regression · Available span rolling