-46.3%
ASTS vs AWK
+18.2%
-64.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -0.7% | +14.8% | +13.2% |
| 7D | +1.5% | +1.2% | +0.3% | +3.6% |
| 30D | -27.6% | +15.8% | -43.4% | -13.3% |
| 3M | -48.7% | +11.0% | -59.7% | -41.1% |
| 6M | -50.8% | +21.0% | -71.8% | -36.0% |
| YTD | -49.2% | +16.7% | -65.9% | -33.5% |
| All | -46.3% | +18.2% | -64.5% | -26.9% |
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