+706.2%
ASTS vs ACWI
+70.3%
+635.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | 0.0% | +7.1% | +7.2% |
| 7D | -21.1% | -2.4% | -18.7% | -15.1% |
| 30D | -46.7% | -5.2% | -41.5% | -37.4% |
| 3M | -52.0% | -4.8% | -47.2% | -43.7% |
| 6M | -54.3% | -1.3% | -52.9% | -49.6% |
| YTD | -55.5% | +8.4% | -63.9% | -60.7% |
| 1Y | -50.5% | +11.0% | -61.5% | -58.1% |
| 3Y | +706.2% | +70.6% | +635.7% | +251.9% |
| All | +706.2% | +70.3% | +635.9% | +251.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling