+174.0%
ASTS vs AWK
-1.1%
+175.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.4% | +8.5% | +7.1% |
| 7D | -21.1% | +4.1% | -25.2% | -21.3% |
| 30D | -46.7% | +18.0% | -64.7% | -47.4% |
| 3M | -52.0% | +12.2% | -64.2% | -52.4% |
| 6M | -54.3% | +21.2% | -75.5% | -55.4% |
| YTD | -55.5% | +17.6% | -73.0% | -56.5% |
| 1Y | -50.5% | +19.2% | -69.7% | -52.1% |
| 3Y | +706.2% | +26.7% | +679.5% | +602.2% |
| All | +174.0% | -1.1% | +175.1% | +160.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling