+230.9%
ASTS vs WMB
+313.5%
-82.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.3% | +7.3% | +7.1% |
| 7D | -21.1% | -13.8% | -7.3% | -17.8% |
| 30D | -46.7% | -10.3% | -36.4% | -45.1% |
| 3M | -52.0% | -10.1% | -42.0% | -50.7% |
| 6M | -54.3% | -11.8% | -42.4% | -53.1% |
| YTD | -55.5% | +8.9% | -64.4% | -56.8% |
| 1Y | -50.5% | +14.0% | -64.4% | -52.5% |
| 3Y | +706.2% | +100.5% | +605.7% | +593.5% |
| 5Y | +165.2% | +179.5% | -14.3% | +121.3% |
| All | +230.9% | +313.5% | -82.6% | +174.2% |
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