+1,505.9%
ASTS vs WMB
+140.5%
+1,365.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +7.3% | +0.6% | +6.8% | +7.1% |
| 30D | -8.9% | +3.3% | -12.1% | -10.6% |
| 3M | -41.9% | +3.1% | -45.1% | -44.1% |
| 6M | -40.6% | -0.7% | -39.9% | -41.7% |
| YTD | -14.2% | +25.2% | -39.4% | -27.7% |
| 1Y | +48.9% | +32.9% | +16.0% | +20.2% |
| All | +1,505.9% | +140.5% | +1,365.4% | +933.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling