+706.2%
ASTS vs WSM
+245.0%
+461.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.8% | +8.8% | +7.8% |
| 7D | -21.1% | +0.5% | -21.6% | -21.4% |
| 30D | -46.7% | +6.0% | -52.7% | -48.3% |
| 3M | -52.0% | +3.2% | -55.2% | -52.9% |
| 6M | -54.3% | +37.1% | -91.4% | -60.7% |
| YTD | -55.5% | +44.2% | -99.7% | -62.6% |
| 1Y | -50.5% | +34.2% | -84.7% | -57.1% |
| 3Y | +706.2% | +249.3% | +457.0% | +322.9% |
| All | +706.2% | +245.0% | +461.2% | +322.9% |
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