+160.4%
ASTS vs EWT
+118.2%
+42.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.6% | -5.7% |
| 7D | +0.8% | +9.1% | -8.3% | -9.3% |
| 30D | -22.6% | -12.2% | -10.4% | -7.4% |
| 3M | -54.4% | -9.4% | -45.0% | -47.6% |
| 6M | -56.4% | +2.7% | -59.1% | -57.3% |
| YTD | -55.1% | +53.3% | -108.4% | -74.2% |
| 1Y | -46.9% | +59.2% | -106.1% | -70.7% |
| 3Y | +715.0% | +157.1% | +557.9% | +125.3% |
| All | +160.4% | +118.2% | +42.2% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling