+537.8%
ASTS vs AWK
+30.9%
+506.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +7.3% | +1.7% | +5.6% | +7.2% |
| 30D | -8.9% | +5.6% | -14.4% | -9.2% |
| 3M | -41.9% | +15.9% | -57.8% | -42.8% |
| 6M | -40.6% | +4.6% | -45.2% | -40.9% |
| YTD | -14.2% | +10.1% | -24.3% | -15.3% |
| 1Y | +48.9% | +2.1% | +46.8% | +48.4% |
| 3Y | +1,461.7% | +9.8% | +1,451.8% | +1,398.2% |
| 5Y | +404.1% | -15.4% | +419.5% | +393.8% |
| All | +537.8% | +30.9% | +506.8% | +514.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling