+431.2%
ASTS vs ACWI
+67.7%
+363.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.4% |
| 7D | +7.3% | +0.5% | +6.8% | +6.2% |
| 30D | -8.9% | +0.9% | -9.7% | -10.3% |
| 3M | -41.9% | +2.4% | -44.3% | -43.6% |
| 6M | -40.6% | +12.4% | -53.0% | -52.5% |
| YTD | -14.2% | +15.2% | -29.4% | -34.6% |
| 1Y | +48.9% | +22.7% | +26.1% | +1.2% |
| 3Y | +1,461.7% | +75.8% | +1,385.9% | +434.9% |
| All | +431.2% | +67.7% | +363.5% | +126.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling