+431.2%
ASTS vs WM
+52.1%
+379.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.2% |
| 7D | +7.3% | -0.3% | +7.6% | +7.3% |
| 30D | -8.9% | -2.4% | -6.5% | -9.0% |
| 3M | -41.9% | +0.4% | -42.3% | -42.5% |
| 6M | -40.6% | -9.5% | -31.1% | -40.0% |
| YTD | -14.2% | +0.5% | -14.7% | -15.0% |
| 1Y | +48.9% | -1.1% | +49.9% | +47.7% |
| 3Y | +1,461.7% | +46.0% | +1,415.6% | +1,195.0% |
| All | +431.2% | +52.1% | +379.1% | +318.5% |
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