+537.8%
ASTS vs WU
-54.4%
+592.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +7.3% | -0.8% | +8.2% | +7.6% |
| 30D | -8.9% | -1.1% | -7.8% | -8.7% |
| 3M | -41.9% | -3.9% | -38.1% | -42.1% |
| 6M | -40.6% | -20.7% | -19.9% | -38.1% |
| YTD | -14.2% | -18.4% | +4.1% | -11.6% |
| 1Y | +48.9% | -8.1% | +56.9% | +48.6% |
| 3Y | +1,461.7% | -24.2% | +1,485.8% | +1,504.5% |
| 5Y | +404.1% | -50.4% | +454.6% | +435.4% |
| All | +537.8% | -54.4% | +592.2% | +585.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling