+252.6%
WMT vs ASTS
+277.6%
-25.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +14.1% | -14.0% | -0.2% |
| 7D | -1.6% | +1.5% | -3.1% | -1.7% |
| 30D | +12.9% | -27.6% | +40.5% | +13.5% |
| 3M | +12.6% | -48.7% | +61.3% | +13.9% |
| 6M | -3.4% | -50.8% | +47.4% | -2.7% |
| YTD | +13.5% | -49.2% | +62.7% | +13.6% |
| 1Y | +23.5% | -46.7% | +70.2% | +23.1% |
| 3Y | +137.3% | +793.2% | -655.9% | +108.9% |
| 5Y | +167.9% | +195.6% | -27.7% | +138.2% |
| All | +252.6% | +277.6% | -25.0% | +212.9% |
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 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