+136.5%
WMT vs ASTS
+649.4%
-512.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.5% | +7.0% | +1.6% |
| 7D | +2.0% | +0.8% | +1.2% | +2.0% |
| 30D | +10.3% | -22.6% | +32.9% | +10.7% |
| 3M | +11.0% | -54.4% | +65.4% | +12.4% |
| 6M | -2.3% | -56.4% | +54.1% | -1.4% |
| YTD | +15.7% | -55.1% | +70.8% | +15.8% |
| 1Y | +26.0% | -46.9% | +72.9% | +24.9% |
| 3Y | +136.5% | +715.0% | -578.5% | +96.8% |
| All | +136.5% | +649.4% | -512.9% | +96.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling