+537.8%
ASTS vs ARWR
+114.3%
+423.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +7.3% | +1.7% | +5.7% | +6.9% |
| 30D | -8.9% | -0.7% | -8.2% | -8.7% |
| 3M | -41.9% | +14.9% | -56.8% | -44.3% |
| 6M | -40.6% | +32.6% | -73.2% | -45.5% |
| YTD | -14.2% | +30.0% | -44.3% | -21.0% |
| 1Y | +48.9% | +208.4% | -159.5% | +7.3% |
| 3Y | +1,461.7% | +208.8% | +1,252.9% | +927.4% |
| 5Y | +404.1% | +27.8% | +376.3% | +281.4% |
| All | +537.8% | +114.3% | +423.5% | +375.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling