-52.0%
ASTS vs WSM
+1.9%
-53.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.8% | +8.8% | +7.5% |
| 7D | -21.1% | +0.5% | -21.6% | -20.1% |
| 30D | -46.7% | +6.0% | -52.7% | -47.7% |
| 3M | -52.0% | +3.2% | -55.2% | -50.7% |
| All | -52.0% | +1.9% | -53.9% | -50.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling