+230.9%
ASTS vs EWT
+250.7%
-19.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.9% | +3.1% | +3.0% |
| 7D | -21.1% | -11.7% | -9.3% | -9.8% |
| 30D | -46.7% | -23.2% | -23.5% | -29.6% |
| 3M | -52.0% | -12.5% | -39.5% | -44.5% |
| 6M | -54.3% | -5.9% | -48.3% | -49.8% |
| YTD | -55.5% | +40.5% | -96.0% | -67.0% |
| 1Y | -50.5% | +43.7% | -94.2% | -63.8% |
| 3Y | +706.2% | +136.6% | +569.6% | +284.6% |
| 5Y | +165.2% | +105.1% | +60.1% | +40.1% |
| All | +230.9% | +250.7% | -19.8% | +67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling