+277.6%
ASTS vs WING
+136.0%
+141.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +8.4% | +5.7% | +11.6% |
| 7D | +1.5% | +8.6% | -7.0% | -0.8% |
| 30D | -27.6% | +44.8% | -72.4% | -35.8% |
| 3M | -48.7% | +51.9% | -100.7% | -55.9% |
| 6M | -50.8% | +37.2% | -88.1% | -57.1% |
| YTD | -49.2% | -25.3% | -23.9% | -46.5% |
| 1Y | -46.7% | -25.1% | -21.6% | -44.4% |
| 3Y | +793.2% | -12.9% | +806.1% | +743.1% |
| 5Y | +195.6% | +12.0% | +183.6% | +137.0% |
| All | +277.6% | +136.0% | +141.5% | +184.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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