+653.1%
ASTS vs ARWR
+103.1%
+550.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -6.8% | -8.4% | -13.1% |
| 7D | -29.9% | -5.0% | -24.9% | -28.6% |
| 30D | -52.2% | -6.6% | -45.5% | -51.0% |
| 3M | -55.8% | -33.9% | -21.9% | -49.9% |
| 6M | -52.7% | -23.3% | -29.4% | -49.1% |
| YTD | -58.4% | -13.5% | -45.0% | -57.0% |
| 1Y | -57.1% | +42.5% | -99.6% | -61.9% |
| All | +653.1% | +103.1% | +550.0% | +453.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling