+209.1%
ASTS vs ACWI
+126.0%
+83.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.8% | -11.4% | -9.8% |
| 7D | -29.9% | -4.0% | -25.9% | -25.2% |
| 30D | -52.2% | -5.8% | -46.3% | -47.4% |
| 3M | -55.8% | -5.0% | -50.8% | -51.7% |
| 6M | -52.7% | +0.7% | -53.4% | -51.0% |
| YTD | -58.4% | +8.4% | -66.9% | -60.4% |
| 1Y | -57.1% | +10.1% | -67.2% | -59.4% |
| 3Y | +629.5% | +70.8% | +558.7% | +358.8% |
| 5Y | +147.7% | +55.4% | +92.4% | +64.1% |
| All | +209.1% | +126.0% | +83.1% | +95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling