+252.2%
WMT vs ASTS
+230.9%
+21.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.1% | -8.8% | -1.9% |
| 7D | +1.6% | -21.1% | +22.7% | +2.0% |
| 30D | +16.1% | -46.7% | +62.7% | +17.4% |
| 3M | +12.3% | -52.0% | +64.3% | +13.7% |
| 6M | -3.1% | -54.3% | +51.2% | -2.3% |
| YTD | +13.4% | -55.5% | +68.9% | +13.7% |
| 1Y | +24.5% | -50.5% | +75.0% | +24.1% |
| 3Y | +135.7% | +706.2% | -570.5% | +107.9% |
| 5Y | +166.8% | +165.2% | +1.6% | +137.7% |
| All | +252.2% | +230.9% | +21.3% | +213.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling