-46.1%
ASTS vs AWK
+18.8%
-64.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.5% | +9.2% | +8.1% |
| 7D | +2.8% | 0.0% | +2.8% | +3.6% |
| 30D | -28.8% | +15.5% | -44.4% | -14.9% |
| 3M | -48.9% | +10.0% | -58.9% | -41.7% |
| 6M | -55.6% | +20.4% | -76.1% | -42.4% |
| YTD | -49.6% | +17.1% | -66.6% | -33.6% |
| 1Y | -46.1% | +18.3% | -64.3% | -27.4% |
| All | -46.1% | +18.8% | -64.9% | -27.4% |
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 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