+253.1%
ASTS vs WELL
+231.0%
+22.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.0% | -4.8% | -5.6% |
| 7D | +14.2% | +0.1% | +14.1% | +14.2% |
| 30D | -26.7% | +6.8% | -33.5% | -27.5% |
| 3M | -53.6% | +6.7% | -60.3% | -54.1% |
| 6M | -52.7% | +13.8% | -66.5% | -54.0% |
| YTD | -52.5% | +33.8% | -86.3% | -55.2% |
| 1Y | -46.5% | +29.6% | -76.1% | -49.3% |
| 3Y | +700.5% | +203.1% | +497.4% | +545.7% |
| 5Y | +168.5% | +223.8% | -55.4% | +112.2% |
| All | +253.1% | +231.0% | +22.1% | +178.3% |
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