+230.9%
ASTS vs WCN
+114.2%
+116.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.4% | +8.4% | +7.1% |
| 7D | -21.1% | +2.9% | -24.0% | -21.2% |
| 30D | -46.7% | +22.1% | -68.8% | -47.6% |
| 3M | -52.0% | +13.2% | -65.2% | -52.5% |
| 6M | -54.3% | +23.7% | -78.0% | -55.5% |
| YTD | -55.5% | +8.7% | -64.2% | -55.6% |
| 1Y | -50.5% | +15.3% | -65.8% | -51.1% |
| 3Y | +706.2% | +46.0% | +660.2% | +656.6% |
| 5Y | +165.2% | +45.9% | +119.3% | +144.8% |
| All | +230.9% | +114.2% | +116.7% | +208.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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