+174.0%
ASTS vs WM
+59.1%
+114.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.1% | +9.1% | +6.9% |
| 7D | -21.1% | +1.2% | -22.3% | -21.0% |
| 30D | -46.7% | +13.1% | -59.8% | -46.4% |
| 3M | -52.0% | +3.6% | -55.6% | -51.9% |
| 6M | -54.3% | +8.1% | -62.3% | -54.5% |
| YTD | -55.5% | +8.9% | -64.4% | -55.7% |
| 1Y | -50.5% | +20.3% | -70.8% | -51.8% |
| 3Y | +706.2% | +46.2% | +660.1% | +588.8% |
| All | +174.0% | +59.1% | +114.9% | +101.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling