+230.9%
ASTS vs WSM
+767.2%
-536.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.8% | +8.8% | +7.6% |
| 7D | -21.1% | +0.5% | -21.6% | -21.3% |
| 30D | -46.7% | +6.0% | -52.7% | -47.8% |
| 3M | -52.0% | +3.2% | -55.2% | -52.6% |
| 6M | -54.3% | +37.1% | -91.4% | -58.8% |
| YTD | -55.5% | +44.2% | -99.7% | -60.5% |
| 1Y | -50.5% | +34.2% | -84.7% | -55.1% |
| 3Y | +706.2% | +249.3% | +457.0% | +460.4% |
| 5Y | +165.2% | +169.3% | -4.1% | +81.0% |
| All | +230.9% | +767.2% | -536.2% | +125.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling