+1,505.9%
ASTS vs AWK
+10.2%
+1,495.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +7.3% | +1.7% | +5.6% | +7.8% |
| 30D | -8.9% | +5.6% | -14.4% | -7.3% |
| 3M | -41.9% | +15.9% | -57.8% | -39.3% |
| 6M | -40.6% | +4.6% | -45.2% | -38.8% |
| YTD | -14.2% | +10.1% | -24.3% | -10.6% |
| 1Y | +48.9% | +2.1% | +46.8% | +54.6% |
| All | +1,505.9% | +10.2% | +1,495.7% | +1,350.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling