+277.6%
ASTS vs WU
-54.9%
+332.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -0.3% | +14.4% | +14.2% |
| 7D | +1.5% | +9.1% | -7.5% | -0.7% |
| 30D | -27.6% | +12.1% | -39.7% | -29.8% |
| 3M | -48.7% | +0.3% | -49.1% | -49.0% |
| 6M | -50.8% | -19.1% | -31.7% | -49.2% |
| YTD | -49.2% | -19.2% | -30.0% | -47.7% |
| 1Y | -46.7% | -15.3% | -31.4% | -45.8% |
| 3Y | +793.2% | -21.3% | +814.5% | +812.8% |
| 5Y | +195.6% | -41.7% | +237.3% | +212.7% |
| All | +277.6% | -54.9% | +332.5% | +305.3% |
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