+277.6%
ASTS vs WWD
+223.3%
+54.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +4.9% | +9.2% | +12.1% |
| 7D | +1.5% | +4.2% | -2.6% | +0.5% |
| 30D | -27.6% | -0.8% | -26.8% | -27.1% |
| 3M | -48.7% | -8.2% | -40.5% | -46.9% |
| 6M | -50.8% | -9.8% | -41.0% | -48.9% |
| YTD | -49.2% | +10.4% | -59.6% | -51.2% |
| 1Y | -46.7% | +25.5% | -72.2% | -50.9% |
| 3Y | +793.2% | +155.8% | +637.4% | +556.6% |
| 5Y | +195.6% | +187.3% | +8.3% | +106.0% |
| All | +277.6% | +223.3% | +54.3% | +163.8% |
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