+230.9%
ASTS vs ARWR
+44.4%
+186.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.2% | +5.8% | +6.7% |
| 7D | -21.1% | -2.9% | -18.2% | -20.2% |
| 30D | -46.7% | -5.4% | -41.3% | -45.7% |
| 3M | -52.0% | -32.2% | -19.8% | -46.5% |
| 6M | -54.3% | -26.5% | -27.7% | -50.6% |
| YTD | -55.5% | -12.4% | -43.1% | -54.3% |
| 1Y | -50.5% | +46.9% | -97.3% | -56.3% |
| 3Y | +706.2% | +116.0% | +590.3% | +488.1% |
| 5Y | +165.2% | -28.0% | +193.2% | +128.9% |
| All | +230.9% | +44.4% | +186.6% | +175.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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