-55.8%
ASTS vs AWK
+14.2%
-70.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +1.9% | -17.1% | -13.1% |
| 7D | -29.9% | +7.2% | -37.1% | -24.4% |
| 30D | -52.2% | +19.0% | -71.2% | -44.3% |
| 3M | -55.8% | +14.4% | -70.2% | -48.6% |
| All | -55.8% | +14.2% | -70.0% | -48.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling