+230.9%
ASTS vs WEC
+53.8%
+177.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.1% | +9.1% | +6.9% |
| 7D | -21.1% | -0.2% | -20.9% | -21.1% |
| 30D | -46.7% | +12.3% | -59.0% | -46.4% |
| 3M | -52.0% | +8.3% | -60.3% | -51.8% |
| 6M | -54.3% | +3.5% | -57.7% | -54.2% |
| YTD | -55.5% | +12.7% | -68.2% | -55.2% |
| 1Y | -50.5% | +8.2% | -58.6% | -50.2% |
| 3Y | +706.2% | +55.9% | +650.4% | +713.8% |
| 5Y | +165.2% | +51.2% | +114.0% | +170.1% |
| All | +230.9% | +53.8% | +177.1% | +237.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 10y: compounded portfolio wealth divided by compounded WEC 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…
10y analysis · Full analysis span regression · 6 months rolling