+209.1%
ASTS vs WEC
+57.0%
+152.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.2% | -15.4% | -15.2% |
| 7D | -29.9% | +3.2% | -33.1% | -29.8% |
| 30D | -52.2% | +14.7% | -66.8% | -51.9% |
| 3M | -55.8% | +10.2% | -66.1% | -55.6% |
| 6M | -52.7% | +4.5% | -57.2% | -52.6% |
| YTD | -58.4% | +15.1% | -73.5% | -58.1% |
| 1Y | -57.1% | +9.4% | -66.5% | -56.9% |
| 3Y | +629.5% | +56.9% | +572.6% | +637.1% |
| 5Y | +147.7% | +54.4% | +93.3% | +152.5% |
| All | +209.1% | +57.0% | +152.1% | +215.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling