+512.7%
ASTS vs GWRE
+24.7%
+488.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | -3.9% | -13.2% | +9.3% | +0.3% |
| 30D | -19.4% | -18.6% | -0.9% | -15.8% |
| 3M | -38.6% | +18.9% | -57.5% | -45.5% |
| 6M | -32.1% | -11.0% | -21.2% | -34.6% |
| YTD | -17.6% | -29.9% | +12.3% | -13.2% |
| 1Y | +56.0% | -44.3% | +100.3% | +84.7% |
| 3Y | +1,438.8% | +51.7% | +1,387.1% | +968.7% |
| 5Y | +412.9% | +15.4% | +397.5% | +275.3% |
| All | +512.7% | +24.7% | +488.0% | +338.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling