+193.2%
ASTS vs WU
-44.4%
+237.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -3.0% | +11.7% | +9.6% |
| 7D | +2.8% | +2.1% | +0.7% | +1.5% |
| 30D | -28.8% | +10.1% | -39.0% | -31.8% |
| 3M | -48.9% | -1.1% | -47.7% | -49.1% |
| 6M | -55.6% | -19.8% | -35.8% | -53.3% |
| YTD | -49.6% | -20.8% | -28.8% | -47.1% |
| 1Y | -46.1% | -15.1% | -30.9% | -45.1% |
| 3Y | +749.7% | -23.2% | +772.9% | +776.2% |
| 5Y | +193.2% | -42.6% | +235.8% | +243.4% |
| All | +193.2% | -44.4% | +237.6% | +243.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling