+762.5%
ASTS vs WSM
+255.1%
+507.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.5% | -1.3% | -3.8% |
| 7D | +14.2% | -3.2% | +17.4% | +16.1% |
| 30D | -26.7% | +4.6% | -31.3% | -28.3% |
| 3M | -53.6% | +2.4% | -56.0% | -54.2% |
| 6M | -52.7% | +43.7% | -96.4% | -60.0% |
| YTD | -52.5% | +42.1% | -94.6% | -59.8% |
| 1Y | -46.5% | +32.3% | -78.8% | -53.3% |
| All | +762.5% | +255.1% | +507.4% | +362.0% |
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