+274.8%
ASTS vs ARWR
+22.5%
+252.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.7% | +8.0% | +8.5% |
| 7D | +2.8% | -19.9% | +22.7% | +8.6% |
| 30D | -28.8% | -18.7% | -10.1% | -25.1% |
| 3M | -48.9% | -44.7% | -4.2% | -40.3% |
| 6M | -55.6% | -36.5% | -19.1% | -50.5% |
| YTD | -49.6% | -25.7% | -23.9% | -46.3% |
| 1Y | -46.1% | +18.9% | -65.0% | -50.0% |
| 3Y | +749.7% | +83.1% | +666.6% | +542.8% |
| 5Y | +193.2% | -34.9% | +228.1% | +160.3% |
| All | +274.8% | +22.5% | +252.3% | +223.4% |
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