+230.9%
ASTS vs WPM
+426.7%
-195.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.9% | +4.1% | +6.3% |
| 7D | -21.1% | +16.9% | -38.0% | -24.4% |
| 30D | -46.7% | +2.0% | -48.7% | -47.1% |
| 3M | -52.0% | +8.9% | -60.9% | -53.0% |
| 6M | -54.3% | +1.6% | -55.8% | -54.6% |
| YTD | -55.5% | +16.5% | -72.0% | -56.4% |
| 1Y | -50.5% | +42.2% | -92.7% | -52.4% |
| 3Y | +706.2% | +213.3% | +492.9% | +620.0% |
| 5Y | +165.2% | +249.9% | -84.7% | +133.3% |
| All | +230.9% | +426.7% | -195.8% | +184.5% |
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