+230.9%
ASTS vs WY
-7.4%
+238.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.0% | +10.1% | +7.9% |
| 7D | -21.1% | +3.1% | -24.2% | -22.1% |
| 30D | -46.7% | +13.0% | -59.7% | -49.0% |
| 3M | -52.0% | -16.8% | -35.2% | -49.6% |
| 6M | -54.3% | -11.2% | -43.1% | -53.3% |
| YTD | -55.5% | -9.1% | -46.4% | -54.8% |
| 1Y | -50.5% | -4.8% | -45.7% | -50.5% |
| 3Y | +706.2% | -25.3% | +731.5% | +765.2% |
| 5Y | +165.2% | -33.2% | +198.4% | +192.8% |
| All | +230.9% | -7.4% | +238.3% | +256.7% |
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