+274.8%
ASTS vs WMB
+344.8%
-70.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.2% | +6.5% | +8.1% |
| 7D | +2.8% | +1.6% | +1.2% | +2.6% |
| 30D | -28.8% | -7.1% | -21.8% | -27.3% |
| 3M | -48.9% | -4.0% | -44.9% | -48.3% |
| 6M | -55.6% | -5.7% | -49.9% | -55.2% |
| YTD | -49.6% | +17.2% | -66.8% | -52.0% |
| 1Y | -46.1% | +17.2% | -63.3% | -48.6% |
| 3Y | +749.7% | +121.1% | +628.6% | +614.4% |
| 5Y | +193.2% | +197.2% | -4.0% | +140.3% |
| All | +274.8% | +344.8% | -70.0% | +205.0% |
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