+244.8%
ASTS vs EWT
+272.0%
-27.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.0% | -7.7% | -7.6% |
| 7D | -9.3% | -3.7% | -5.7% | -4.8% |
| 30D | -33.9% | -17.2% | -16.7% | -18.8% |
| 3M | -51.0% | -7.3% | -43.7% | -46.4% |
| 6M | -55.1% | -1.5% | -53.6% | -53.0% |
| YTD | -53.6% | +49.0% | -102.6% | -67.5% |
| 1Y | -51.0% | +50.6% | -101.6% | -65.7% |
| 3Y | +681.7% | +148.9% | +532.8% | +255.0% |
| 5Y | +182.4% | +116.1% | +66.3% | +41.4% |
| All | +244.8% | +272.0% | -27.2% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 10y: compounded portfolio wealth divided by compounded EWT 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…
10y analysis · Full analysis span regression · 6 months rolling