+129.5%
ASTS vs WETO
-99.4%
+228.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.3% | -0.1% |
| 7D | -3.9% | -4.3% | +0.4% | -3.9% |
| 30D | -19.4% | -39.9% | +20.5% | -21.2% |
| 3M | -38.6% | -97.9% | +59.3% | -33.8% |
| 6M | -32.1% | -95.0% | +62.9% | -30.7% |
| YTD | -17.6% | -97.2% | +79.6% | -16.3% |
| 1Y | +56.0% | -98.9% | +154.9% | +55.1% |
| All | +129.5% | -99.4% | +228.9% | +137.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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