+209.1%
ASTS vs ARWR
+42.6%
+166.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -6.8% | -8.4% | -13.3% |
| 7D | -29.9% | -5.0% | -24.9% | -28.7% |
| 30D | -52.2% | -6.6% | -45.5% | -51.1% |
| 3M | -55.8% | -33.9% | -21.9% | -50.4% |
| 6M | -52.7% | -23.3% | -29.4% | -49.5% |
| YTD | -58.4% | -13.5% | -45.0% | -57.1% |
| 1Y | -57.1% | +42.5% | -99.6% | -61.8% |
| 3Y | +629.5% | +104.1% | +525.3% | +440.0% |
| 5Y | +147.7% | -28.8% | +176.6% | +114.5% |
| All | +209.1% | +42.6% | +166.5% | +158.1% |
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