+209.1%
ASTS vs WM
+140.5%
+68.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +1.2% | -16.4% | -15.1% |
| 7D | -29.9% | +4.5% | -34.4% | -29.7% |
| 30D | -52.2% | +16.1% | -68.2% | -51.8% |
| 3M | -55.8% | +8.0% | -63.9% | -55.6% |
| 6M | -52.7% | +8.4% | -61.1% | -52.6% |
| YTD | -58.4% | +11.2% | -69.6% | -58.4% |
| 1Y | -57.1% | +22.3% | -79.4% | -57.4% |
| 3Y | +629.5% | +50.2% | +579.2% | +593.7% |
| 5Y | +147.7% | +63.3% | +84.5% | +131.0% |
| All | +209.1% | +140.5% | +68.6% | +191.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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