+565.3%
WDC vs ASTS
+230.9%
+334.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.1% | -8.5% | -2.3% |
| 7D | -28.0% | -21.1% | -6.9% | -25.7% |
| 30D | -34.9% | -46.7% | +11.8% | -29.9% |
| 3M | -41.6% | -52.0% | +10.4% | -36.6% |
| 6M | -45.4% | -54.3% | +8.9% | -41.0% |
| YTD | +53.3% | -55.5% | +108.8% | +64.5% |
| 1Y | +61.5% | -50.5% | +112.0% | +70.6% |
| 3Y | +712.3% | +706.2% | +6.1% | +501.8% |
| 5Y | +524.2% | +165.2% | +359.0% | +379.9% |
| All | +565.3% | +230.9% | +334.3% | +322.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 ASTS 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