+706.2%
ASTS vs EWT
+136.7%
+569.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.9% | +3.1% | +2.4% |
| 7D | -21.1% | -11.7% | -9.3% | -8.0% |
| 30D | -46.7% | -23.2% | -23.5% | -26.5% |
| 3M | -52.0% | -12.5% | -39.5% | -43.4% |
| 6M | -54.3% | -5.9% | -48.3% | -49.6% |
| YTD | -55.5% | +40.5% | -96.0% | -69.3% |
| 1Y | -50.5% | +43.7% | -94.2% | -66.4% |
| 3Y | +706.2% | +136.6% | +569.6% | +284.9% |
| All | +706.2% | +136.7% | +569.6% | +284.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling