+537.8%
ASTS vs WWD
+236.2%
+301.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.1% |
| 7D | +7.3% | +1.3% | +6.0% | +6.8% |
| 30D | -8.9% | -7.2% | -1.7% | -6.1% |
| 3M | -41.9% | -3.8% | -38.1% | -41.1% |
| 6M | -40.6% | -9.9% | -30.7% | -38.4% |
| YTD | -14.2% | +14.8% | -29.0% | -18.8% |
| 1Y | +48.9% | +42.1% | +6.8% | +30.9% |
| 3Y | +1,461.7% | +170.8% | +1,290.9% | +1,025.6% |
| 5Y | +404.1% | +197.5% | +206.6% | +245.6% |
| All | +537.8% | +236.2% | +301.6% | +338.4% |
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