-49.2%
ASTS vs AWK
+20.7%
-69.8%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.2% | -6.3% | -1.7% |
| 7D | -15.8% | +7.0% | -22.8% | -9.0% |
| 30D | -39.0% | +17.0% | -56.1% | -27.2% |
| 3M | -49.3% | +12.4% | -61.7% | -41.6% |
| 6M | -47.9% | +19.6% | -67.5% | -34.1% |
| YTD | -51.0% | +17.0% | -68.0% | -36.5% |
| 1Y | -49.2% | +20.0% | -69.2% | -33.9% |
| All | -49.2% | +20.7% | -69.8% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 1y: compounded portfolio wealth divided by compounded AWK 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…
1y analysis · Full analysis span regression · 6 months rolling