+244.8%
ASTS vs WMB
+335.4%
-90.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.5% | -10.2% | -9.1% |
| 7D | -9.3% | -6.9% | -2.4% | -7.5% |
| 30D | -33.9% | -7.2% | -26.7% | -32.5% |
| 3M | -51.0% | -5.4% | -45.6% | -50.2% |
| 6M | -55.1% | -4.9% | -50.2% | -54.8% |
| YTD | -53.6% | +14.7% | -68.3% | -55.6% |
| 1Y | -51.0% | +14.7% | -65.7% | -53.0% |
| 3Y | +681.7% | +116.4% | +565.3% | +560.7% |
| 5Y | +182.4% | +198.5% | -16.1% | +132.4% |
| All | +244.8% | +335.4% | -90.5% | +182.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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