+537.8%
ASTS vs WCC
+614.1%
-76.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.6% | -1.2% |
| 7D | +7.3% | +4.5% | +2.9% | +5.6% |
| 30D | -8.9% | -5.8% | -3.1% | -6.7% |
| 3M | -41.9% | -3.7% | -38.3% | -41.1% |
| 6M | -40.6% | +23.1% | -63.7% | -44.6% |
| YTD | -14.2% | +44.2% | -58.4% | -23.8% |
| 1Y | +48.9% | +62.1% | -13.2% | +27.9% |
| 3Y | +1,461.7% | +121.1% | +1,340.5% | +1,092.7% |
| 5Y | +404.1% | +214.0% | +190.2% | +253.3% |
| All | +537.8% | +614.1% | -76.3% | +340.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling