+230.9%
ASTS vs WU
-54.8%
+285.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.0% | +9.0% | +7.5% |
| 7D | -21.1% | +11.7% | -32.8% | -23.3% |
| 30D | -46.7% | +12.6% | -59.3% | -48.3% |
| 3M | -52.0% | -0.5% | -51.5% | -52.2% |
| 6M | -54.3% | -18.2% | -36.1% | -52.9% |
| YTD | -55.5% | -19.0% | -36.5% | -54.2% |
| 1Y | -50.5% | -16.7% | -33.8% | -49.5% |
| 3Y | +706.2% | -21.0% | +727.3% | +723.4% |
| 5Y | +165.2% | -41.7% | +206.9% | +180.4% |
| All | +230.9% | -54.8% | +285.7% | +255.0% |
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