+537.8%
ASTS vs WSM
+673.9%
-136.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.4% |
| 7D | +7.3% | -3.3% | +10.6% | +8.4% |
| 30D | -8.9% | -8.4% | -0.5% | -6.3% |
| 3M | -41.9% | +9.7% | -51.6% | -43.8% |
| 6M | -40.6% | +16.7% | -57.3% | -43.5% |
| YTD | -14.2% | +28.7% | -42.9% | -20.9% |
| 1Y | +48.9% | +13.7% | +35.2% | +42.5% |
| 3Y | +1,461.7% | +230.1% | +1,231.6% | +1,005.0% |
| 5Y | +404.1% | +179.0% | +225.2% | +255.6% |
| All | +537.8% | +673.9% | -136.1% | +351.1% |
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