+537.8%
ASTS vs WY
+1.6%
+536.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | +7.3% | -1.7% | +9.1% | +7.9% |
| 30D | -8.9% | -10.1% | +1.2% | -5.9% |
| 3M | -41.9% | -5.1% | -36.8% | -41.6% |
| 6M | -40.6% | -4.8% | -35.8% | -40.3% |
| YTD | -14.2% | -0.2% | -14.0% | -14.7% |
| 1Y | +48.9% | -6.6% | +55.5% | +50.8% |
| 3Y | +1,461.7% | -22.7% | +1,484.4% | +1,567.1% |
| 5Y | +404.1% | -22.2% | +426.3% | +442.2% |
| All | +537.8% | +1.6% | +536.1% | +573.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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