+200.6%
WMT vs ASTS
+537.8%
-337.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | +3.9% | +7.3% | -3.4% | +3.8% |
| 30D | -4.4% | -8.9% | +4.5% | -4.3% |
| 3M | -8.8% | -41.9% | +33.1% | -7.9% |
| 6M | -15.6% | -40.6% | +25.0% | -15.2% |
| YTD | -3.2% | -14.2% | +11.0% | -4.0% |
| 1Y | +7.0% | +48.9% | -41.8% | +3.7% |
| 3Y | +105.3% | +1,461.7% | -1,356.4% | +78.8% |
| 5Y | +129.3% | +404.1% | -274.9% | +101.8% |
| All | +200.6% | +537.8% | -337.2% | +164.4% |
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