+48.9%
ASTS vs GWRE
-25.4%
+74.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -19.9% | +20.2% | -0.7% |
| 7D | +7.3% | -21.1% | +28.4% | +6.3% |
| 30D | -8.9% | +1.3% | -10.2% | -8.9% |
| 3M | -41.9% | +7.4% | -49.4% | -42.3% |
| 6M | -40.6% | +5.6% | -46.2% | -40.1% |
| YTD | -14.2% | -19.2% | +5.0% | -6.8% |
| 1Y | +48.9% | -25.1% | +74.0% | +68.0% |
| All | +48.9% | -25.4% | +74.3% | +68.0% |
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