+197.5%
WMT vs ASTS
+576.8%
-379.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.1% | -7.1% | -1.1% |
| 7D | +0.1% | +18.5% | -18.4% | -0.3% |
| 30D | -5.0% | -8.1% | +3.1% | -4.8% |
| 3M | -11.3% | -28.2% | +16.9% | -10.9% |
| 6M | -13.8% | -26.1% | +12.3% | -13.8% |
| YTD | -4.2% | -9.0% | +4.8% | -5.1% |
| 1Y | +4.6% | +62.2% | -57.6% | +1.1% |
| 3Y | +100.5% | +1,621.9% | -1,521.4% | +74.2% |
| 5Y | +129.7% | +457.0% | -327.4% | +101.8% |
| All | +197.5% | +576.8% | -379.2% | +161.4% |
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