+233.7%
ASTS vs AWK
+40.1%
+193.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.4% | -6.9% | -5.6% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | -22.6% | +14.3% | -36.9% | -23.2% |
| 3M | -54.4% | +10.3% | -64.7% | -54.7% |
| 6M | -56.4% | +18.9% | -75.4% | -57.0% |
| YTD | -55.1% | +17.7% | -72.8% | -55.8% |
| 1Y | -46.9% | +16.9% | -63.8% | -47.8% |
| 3Y | +715.0% | +32.2% | +682.8% | +657.0% |
| 5Y | +153.7% | -2.2% | +155.9% | +146.9% |
| All | +233.7% | +40.1% | +193.6% | +220.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling