+155.9%
ASTS vs WWD
+161.2%
-5.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -6.0% | -9.2% | -11.0% |
| 7D | -29.9% | -2.6% | -27.3% | -28.5% |
| 30D | -52.2% | -7.7% | -44.4% | -49.4% |
| 3M | -55.8% | -17.7% | -38.1% | -49.4% |
| 6M | -52.7% | -15.9% | -36.8% | -47.1% |
| YTD | -58.4% | +1.8% | -60.2% | -60.3% |
| 1Y | -57.1% | +17.4% | -74.5% | -63.1% |
| 3Y | +629.5% | +137.1% | +492.4% | +263.2% |
| All | +155.9% | +161.2% | -5.3% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling