+230.9%
ASTS vs ACWI
+125.9%
+105.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | 0.0% | +7.1% | +7.1% |
| 7D | -21.1% | -2.4% | -18.7% | -17.9% |
| 30D | -46.7% | -5.2% | -41.5% | -42.0% |
| 3M | -52.0% | -4.8% | -47.2% | -47.7% |
| 6M | -54.3% | -1.3% | -52.9% | -51.5% |
| YTD | -55.5% | +8.4% | -63.9% | -57.5% |
| 1Y | -50.5% | +11.0% | -61.5% | -53.7% |
| 3Y | +706.2% | +70.6% | +635.7% | +407.7% |
| 5Y | +165.2% | +55.3% | +109.9% | +75.7% |
| All | +230.9% | +125.9% | +105.0% | +109.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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