+1.5%
WFC vs ASTS
-48.3%
+49.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +14.1% | -12.3% | +1.2% |
| 7D | +0.1% | +1.5% | -1.4% | 0.0% |
| 30D | +2.9% | -27.6% | +30.5% | +4.2% |
| 3M | -1.4% | -48.7% | +47.3% | +1.1% |
| 6M | +14.3% | -50.8% | +65.2% | +15.2% |
| YTD | -6.2% | -49.2% | +43.0% | -7.5% |
| All | +1.5% | -48.3% | +49.8% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling