-49.2%
ASTS vs GWRE
-24.5%
-24.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.9% | -10.1% | -3.5% |
| 7D | -15.8% | +2.2% | -18.0% | -15.5% |
| 30D | -39.0% | +4.5% | -43.6% | -38.7% |
| 3M | -49.3% | +6.4% | -55.8% | -48.9% |
| 6M | -47.9% | +18.8% | -66.8% | -47.3% |
| YTD | -51.0% | -15.1% | -35.8% | -41.2% |
| 1Y | -49.2% | -23.4% | -25.7% | -27.4% |
| All | -49.2% | -24.5% | -24.6% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling