+230.9%
ASTS vs WELL
+230.0%
+1.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.2% | +7.2% | +7.1% |
| 7D | -21.1% | +4.4% | -25.5% | -21.6% |
| 30D | -46.7% | +10.8% | -57.5% | -47.6% |
| 3M | -52.0% | +4.2% | -56.2% | -52.4% |
| 6M | -54.3% | +14.0% | -68.3% | -55.6% |
| YTD | -55.5% | +33.4% | -88.9% | -58.0% |
| 1Y | -50.5% | +32.4% | -82.9% | -53.3% |
| 3Y | +706.2% | +194.7% | +511.5% | +553.4% |
| 5Y | +165.2% | +226.5% | -61.2% | +109.6% |
| All | +230.9% | +230.0% | +1.0% | +160.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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