+244.8%
ASTS vs WPM
+427.9%
-183.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -5.1% | -3.6% | -7.4% |
| 7D | -9.3% | +16.4% | -25.7% | -12.7% |
| 30D | -33.9% | -1.5% | -32.4% | -33.6% |
| 3M | -51.0% | +2.6% | -53.6% | -51.3% |
| 6M | -55.1% | -1.3% | -53.8% | -55.1% |
| YTD | -53.6% | +16.8% | -70.4% | -54.5% |
| 1Y | -51.0% | +34.1% | -85.1% | -52.5% |
| 3Y | +681.7% | +225.1% | +456.6% | +598.3% |
| 5Y | +182.4% | +234.5% | -52.1% | +148.3% |
| All | +244.8% | +427.9% | -183.1% | +197.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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