+264.6%
ASTS vs WM
+137.8%
+126.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.6% | -5.7% | -4.0% |
| 7D | -15.8% | +5.9% | -21.7% | -15.5% |
| 30D | -39.0% | +15.4% | -54.5% | -38.7% |
| 3M | -49.3% | +6.3% | -55.7% | -49.2% |
| 6M | -47.9% | +5.6% | -53.5% | -47.8% |
| YTD | -51.0% | +9.9% | -60.9% | -51.0% |
| 1Y | -49.2% | +20.8% | -70.0% | -49.6% |
| 3Y | +760.4% | +48.5% | +711.9% | +717.5% |
| 5Y | +185.6% | +60.6% | +125.1% | +166.1% |
| All | +264.6% | +137.8% | +126.8% | +243.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling