+793.2%
ASTS vs WCC
+135.0%
+658.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +8.1% | +6.0% | +8.8% |
| 7D | +1.5% | -5.7% | +7.2% | +5.9% |
| 30D | -27.6% | -13.5% | -14.2% | -20.3% |
| 3M | -48.7% | -12.9% | -35.9% | -43.9% |
| 6M | -50.8% | -10.7% | -40.2% | -46.9% |
| YTD | -49.2% | +30.0% | -79.2% | -55.6% |
| 1Y | -46.7% | +24.7% | -71.4% | -52.0% |
| 3Y | +793.2% | +136.6% | +656.7% | +433.4% |
| All | +793.2% | +135.0% | +658.3% | +433.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling