+274.8%
ASTS vs WPM
+423.9%
-149.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.8% | +9.5% | +8.9% |
| 7D | +2.8% | +3.1% | -0.3% | +2.3% |
| 30D | -28.8% | -1.8% | -27.0% | -28.5% |
| 3M | -48.9% | +1.0% | -49.9% | -49.0% |
| 6M | -55.6% | -5.4% | -50.2% | -55.3% |
| YTD | -49.6% | +15.9% | -65.5% | -50.5% |
| 1Y | -46.1% | +30.8% | -76.9% | -47.6% |
| 3Y | +749.7% | +222.6% | +527.0% | +660.4% |
| 5Y | +193.2% | +227.4% | -34.2% | +158.2% |
| All | +274.8% | +423.9% | -149.1% | +223.4% |
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