+233.7%
ASTS vs WU
-55.7%
+289.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.4% | -6.9% | -5.8% |
| 7D | +0.8% | -2.0% | +2.9% | +1.1% |
| 30D | -22.6% | +11.4% | -34.0% | -25.0% |
| 3M | -54.4% | -6.8% | -47.6% | -54.0% |
| 6M | -56.4% | -14.6% | -41.8% | -55.7% |
| YTD | -55.1% | -20.6% | -34.5% | -53.7% |
| 1Y | -46.9% | -15.4% | -31.6% | -46.1% |
| 3Y | +715.0% | -23.6% | +738.6% | +736.8% |
| 5Y | +153.7% | -43.4% | +197.1% | +169.1% |
| All | +233.7% | -55.7% | +289.4% | +259.1% |
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