+209.1%
ASTS vs WWD
+198.0%
+11.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -6.0% | -9.2% | -12.8% |
| 7D | -29.9% | -2.6% | -27.3% | -29.1% |
| 30D | -52.2% | -7.7% | -44.4% | -50.6% |
| 3M | -55.8% | -17.7% | -38.1% | -52.3% |
| 6M | -52.7% | -15.9% | -36.8% | -49.4% |
| YTD | -58.4% | +1.8% | -60.2% | -58.8% |
| 1Y | -57.1% | +17.4% | -74.5% | -59.5% |
| 3Y | +629.5% | +137.1% | +492.4% | +452.0% |
| 5Y | +147.7% | +162.4% | -14.7% | +78.2% |
| All | +209.1% | +198.0% | +11.1% | +122.6% |
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