+576.8%
ASTS vs WSM
+675.3%
-98.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.2% | +5.9% | +6.1% |
| 7D | +18.5% | +2.6% | +15.9% | +17.5% |
| 30D | -8.1% | -9.5% | +1.4% | -5.2% |
| 3M | -28.2% | +12.9% | -41.1% | -31.2% |
| 6M | -26.1% | +23.0% | -49.1% | -30.9% |
| YTD | -9.0% | +28.9% | -37.9% | -16.1% |
| 1Y | +62.2% | +13.7% | +48.5% | +55.3% |
| 3Y | +1,621.9% | +232.6% | +1,389.3% | +1,116.3% |
| 5Y | +457.0% | +185.9% | +271.2% | +292.4% |
| All | +576.8% | +675.3% | -98.5% | +378.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded WSM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling