-40.6%
ASTS vs WSM
+13.6%
-54.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -1.0% |
| 7D | +7.3% | -3.3% | +10.6% | +9.4% |
| 30D | -8.9% | -8.4% | -0.5% | -4.0% |
| 3M | -41.9% | +9.7% | -51.6% | -46.6% |
| 6M | -40.6% | +16.7% | -57.3% | -47.0% |
| All | -40.6% | +13.6% | -54.2% | -47.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling