+254.1%
WMT vs ASTS
+253.1%
+0.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.8% | +6.2% | +0.5% |
| 7D | -1.2% | +14.2% | -15.4% | -1.5% |
| 30D | +12.4% | -26.7% | +39.1% | +12.9% |
| 3M | +9.0% | -53.6% | +62.6% | +10.5% |
| 6M | -3.0% | -52.7% | +49.8% | -2.2% |
| YTD | +14.0% | -52.5% | +66.5% | +14.2% |
| 1Y | +23.0% | -46.5% | +69.5% | +22.4% |
| 3Y | +135.1% | +700.5% | -565.4% | +107.4% |
| 5Y | +172.7% | +168.5% | +4.3% | +142.9% |
| All | +254.1% | +253.1% | +0.9% | +214.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling