+244.8%
ASTS vs WWD
+224.5%
+20.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.4% | -9.0% | -8.8% |
| 7D | -9.3% | +0.4% | -9.7% | -9.0% |
| 30D | -33.9% | -0.4% | -33.5% | -33.5% |
| 3M | -51.0% | -6.1% | -44.9% | -49.7% |
| 6M | -55.1% | -9.5% | -45.6% | -53.4% |
| YTD | -53.6% | +10.8% | -64.4% | -55.5% |
| 1Y | -51.0% | +23.5% | -74.5% | -54.6% |
| 3Y | +681.7% | +151.3% | +530.4% | +477.0% |
| 5Y | +182.4% | +187.8% | -5.4% | +96.5% |
| All | +244.8% | +224.5% | +20.4% | +140.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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