-46.9%
ASTS vs WSM
+34.6%
-81.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.5% | -7.0% | -6.3% |
| 7D | +0.8% | 0.0% | +0.8% | +1.1% |
| 30D | -22.6% | +5.1% | -27.7% | -24.7% |
| 3M | -54.4% | +5.1% | -59.5% | -55.7% |
| 6M | -56.4% | +48.6% | -105.0% | -66.2% |
| YTD | -55.1% | +44.2% | -99.3% | -67.4% |
| 1Y | -46.9% | +38.1% | -85.0% | -60.5% |
| All | -46.9% | +34.6% | -81.6% | -60.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling