+244.8%
ASTS vs WSM
+792.7%
-547.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | 0.0% | -8.6% | -8.7% |
| 7D | -9.3% | +3.1% | -12.4% | -10.1% |
| 30D | -33.9% | +8.5% | -42.4% | -35.7% |
| 3M | -51.0% | +4.6% | -55.6% | -51.8% |
| 6M | -55.1% | +44.5% | -99.7% | -60.2% |
| YTD | -53.6% | +48.4% | -102.1% | -59.2% |
| 1Y | -51.0% | +36.2% | -87.2% | -55.7% |
| 3Y | +681.7% | +268.8% | +412.9% | +435.7% |
| 5Y | +182.4% | +185.2% | -2.9% | +91.0% |
| All | +244.8% | +792.7% | -547.9% | +132.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling