+1,505.9%
ASTS vs WPM
+270.0%
+1,235.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.8% |
| 7D | +7.3% | +1.1% | +6.3% | +6.9% |
| 30D | -8.9% | +26.4% | -35.2% | -18.7% |
| 3M | -41.9% | +20.8% | -62.8% | -47.2% |
| 6M | -40.6% | +1.1% | -41.7% | -42.2% |
| YTD | -14.2% | +32.5% | -46.7% | -23.4% |
| 1Y | +48.9% | +51.5% | -2.7% | +29.1% |
| All | +1,505.9% | +270.0% | +1,235.9% | +1,143.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling