+230.9%
ASTS vs WWD
+208.1%
+22.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.4% | +3.6% | +5.7% |
| 7D | -21.1% | +4.2% | -25.2% | -22.3% |
| 30D | -46.7% | -2.1% | -44.6% | -46.2% |
| 3M | -52.0% | -13.2% | -38.8% | -49.3% |
| 6M | -54.3% | -16.9% | -37.4% | -50.9% |
| YTD | -55.5% | +5.2% | -60.7% | -56.4% |
| 1Y | -50.5% | +20.6% | -71.1% | -53.7% |
| 3Y | +706.2% | +146.3% | +559.9% | +501.5% |
| 5Y | +165.2% | +171.3% | -6.1% | +88.3% |
| All | +230.9% | +208.1% | +22.8% | +135.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling