+244.8%
ASTS vs WU
-54.4%
+299.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.2% | -9.8% | -8.9% |
| 7D | -9.3% | +11.0% | -20.4% | -11.7% |
| 30D | -33.9% | +13.4% | -47.3% | -36.0% |
| 3M | -51.0% | +2.2% | -53.2% | -51.5% |
| 6M | -55.1% | -18.2% | -36.9% | -53.8% |
| YTD | -53.6% | -18.3% | -35.3% | -52.4% |
| 1Y | -51.0% | -12.2% | -38.8% | -50.6% |
| 3Y | +681.7% | -20.8% | +702.5% | +697.5% |
| 5Y | +182.4% | -42.6% | +225.0% | +198.0% |
| All | +244.8% | -54.4% | +299.2% | +269.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling