+209.1%
ASTS vs WMB
+314.6%
-105.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -5.3% | -9.9% | -13.8% |
| 7D | -29.9% | -14.2% | -15.7% | -26.9% |
| 30D | -52.2% | -11.2% | -40.9% | -50.6% |
| 3M | -55.8% | -9.9% | -46.0% | -54.6% |
| 6M | -52.7% | -14.4% | -38.4% | -51.1% |
| YTD | -58.4% | +9.2% | -67.7% | -59.7% |
| 1Y | -57.1% | +15.1% | -72.2% | -58.9% |
| 3Y | +629.5% | +99.2% | +530.2% | +528.1% |
| 5Y | +147.7% | +180.2% | -32.5% | +106.6% |
| All | +209.1% | +314.6% | -105.5% | +156.0% |
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