+793.2%
ASTS vs WWD
+157.3%
+635.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +4.9% | +9.2% | +10.7% |
| 7D | +1.5% | +4.2% | -2.6% | -0.4% |
| 30D | -27.6% | -0.8% | -26.8% | -26.8% |
| 3M | -48.7% | -8.2% | -40.5% | -45.7% |
| 6M | -50.8% | -9.8% | -41.0% | -47.8% |
| YTD | -49.2% | +10.4% | -59.6% | -53.9% |
| 1Y | -46.7% | +25.5% | -72.2% | -55.3% |
| 3Y | +793.2% | +155.8% | +637.4% | +486.6% |
| All | +793.2% | +157.3% | +635.9% | +486.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling