+1,505.9%
ASTS vs WSM
+233.0%
+1,272.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.6% |
| 7D | +7.3% | -3.3% | +10.6% | +8.8% |
| 30D | -8.9% | -8.4% | -0.5% | -5.6% |
| 3M | -41.9% | +9.7% | -51.6% | -44.4% |
| 6M | -40.6% | +16.7% | -57.3% | -44.5% |
| YTD | -14.2% | +28.7% | -42.9% | -22.9% |
| 1Y | +48.9% | +13.7% | +35.2% | +40.0% |
| All | +1,505.9% | +233.0% | +1,272.9% | +1,322.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling