+209.1%
ASTS vs WELL
+230.5%
-21.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.0% | -14.2% | -15.1% |
| 7D | -29.9% | +5.3% | -35.1% | -30.4% |
| 30D | -52.2% | +8.7% | -60.9% | -52.8% |
| 3M | -55.8% | +3.8% | -59.7% | -56.2% |
| 6M | -52.7% | +15.4% | -68.1% | -54.1% |
| YTD | -58.4% | +33.7% | -92.1% | -60.8% |
| 1Y | -57.1% | +33.6% | -90.7% | -59.6% |
| 3Y | +629.5% | +194.2% | +435.3% | +491.4% |
| 5Y | +147.7% | +227.0% | -79.3% | +95.7% |
| All | +209.1% | +230.5% | -21.4% | +143.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling