+160.4%
ASTS vs WSM
+163.9%
-3.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.5% | -7.0% | -6.2% |
| 7D | +0.8% | 0.0% | +0.8% | +1.0% |
| 30D | -22.6% | +5.1% | -27.7% | -24.6% |
| 3M | -54.4% | +5.1% | -59.5% | -55.7% |
| 6M | -56.4% | +48.6% | -105.0% | -64.4% |
| YTD | -55.1% | +44.2% | -99.3% | -62.9% |
| 1Y | -46.9% | +38.1% | -85.0% | -55.3% |
| 3Y | +715.0% | +257.2% | +457.8% | +300.3% |
| All | +160.4% | +163.9% | -3.5% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling