+537.8%
ASTS vs WPM
+498.9%
+38.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.5% |
| 7D | +7.3% | +1.1% | +6.3% | +7.1% |
| 30D | -8.9% | +26.4% | -35.2% | -13.8% |
| 3M | -41.9% | +20.8% | -62.8% | -44.5% |
| 6M | -40.6% | +1.1% | -41.7% | -41.5% |
| YTD | -14.2% | +32.5% | -46.7% | -18.4% |
| 1Y | +48.9% | +51.5% | -2.7% | +39.6% |
| 3Y | +1,461.7% | +267.0% | +1,194.6% | +1,253.1% |
| 5Y | +404.1% | +250.1% | +154.0% | +328.7% |
| All | +537.8% | +498.9% | +38.9% | +432.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling