+253.1%
ASTS vs WWD
+222.3%
+30.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.0% | -3.8% | -5.0% |
| 7D | +14.2% | +8.2% | +6.1% | +11.0% |
| 30D | -26.7% | -0.2% | -26.5% | -26.3% |
| 3M | -53.6% | -8.4% | -45.2% | -51.9% |
| 6M | -52.7% | -9.5% | -43.2% | -50.9% |
| YTD | -52.5% | +10.1% | -62.6% | -54.2% |
| 1Y | -46.5% | +21.6% | -68.1% | -50.1% |
| 3Y | +700.5% | +149.6% | +550.9% | +492.9% |
| 5Y | +168.5% | +191.3% | -22.8% | +87.2% |
| All | +253.1% | +222.3% | +30.8% | +147.2% |
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