+537.8%
ASTS vs WMB
+375.1%
+162.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +7.3% | +0.6% | +6.8% | +7.2% |
| 30D | -8.9% | +3.3% | -12.1% | -9.8% |
| 3M | -41.9% | +3.1% | -45.1% | -42.9% |
| 6M | -40.6% | -0.7% | -39.9% | -41.0% |
| YTD | -14.2% | +25.2% | -39.4% | -19.9% |
| 1Y | +48.9% | +32.9% | +16.0% | +36.9% |
| 3Y | +1,461.7% | +140.6% | +1,321.1% | +1,183.9% |
| 5Y | +404.1% | +273.5% | +130.7% | +303.0% |
| All | +537.8% | +375.1% | +162.7% | +409.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling